The Six Pillars of Calculus [Business Edition] 2022028500, 9781470469955, 9781470471859

Table of contents :
Contents
Instructors’ Guide and Background
Chapter 1. What is Calculus? The Six Pillars
Chapter 2. Predicting the Future: The SIR Model
2.1. A Problem of Market Penetration
2.2. Building the SIR Model
2.3. Analyzing the Model Numerically
2.4. Theoretical Analysis: What Goes Up Has to Stop Before it Comes Down
2.5. Epidemics
2.6. Covid-19 and the SIR model
2.7. Chapter Summary
2.8. Exercises
Chapter 3. Close is Good Enough!
3.1. The Idea of Approximation
3.2. Functions
3.3. Linear Functions and Their Graphs
3.4. Linear Approximations and Microscopes
3.5. Euler’s Method and Compound Interest
3.6. The SIR Model by Computer
3.7. Solving Algebraic Equations
3.8. Chapter Summary
3.9. Exercises
Chapter 4. Track the Changes!
4.1. The National Debt
4.2. Marginal Cost, Revenue, and Profit
4.3. Local Linearity and Microscopes
4.4. The Derivative
4.5. A Global View
4.6. Chapter Summary
4.7. Exercises
Chapter 5. Computing and Using Derivatives (What Goes Up has to Stop Before it Comes Down)
5.1. Building Blocks
5.2. Adding, Subtracting, Multiplying, and Dividing Functions
5.3. The Chain Rule
5.4. Optimization
5.5. The Shape of a Graph
5.6. Newton’s Method
5.7. Chapter Summary
5.8. Supplemental Material: Small Angle Approximations
5.9. Exercises
Chapter 6. Models of Growth and Oscillation
6.1. Modeling with Differential Equations
6.2. Exponential Functions and Logarithms
6.3. Simple Models of Growth and Decay
6.4. Two Models of Oscillation
6.5. More Sophisticated Models
6.6. Chapter Summary
6.7. Supplemental Material: A Crash Course in Trigonometry
6.8. Exercises
Chapter 7. The Whole Is the Sum of the Parts
7.1. Slicing and Dicing
7.2. Riemann Sums
7.3. The Definite Integral
7.4. The Accumulation Function
7.5. Chapter Summary
7.6. Exercises
Chapter 8. The Fundamental Theorem of Calculus (One Step at a Time)
8.1. Three Different Quantities
8.2. FTC2: The Integral of the Derivative
8.3. FTC1: The Derivative of the Accumulation
8.4. Anti-Derivatives and Ballistics
8.5. Computing Anti-Derivatives
8.6. Chapter Summary
8.7. Exercises
Chapter 9. Methods of Integration
9.1. Integration by Substitution
9.2. Integration by Parts
9.3. Numerical Integration
9.4. Chapter Summary
9.5. Exercises
Chapter 10. One Variable at a Time!
10.1. Partial Derivatives
10.2. Linear Approximations
10.3. Double Integrals and Iterated Integrals
10.4. Chapter Summary
10.5. Exercises
Chapter 11. Taylor Series
11.1. What Does 𝜋=3.14159265⋯ Mean?
11.2. Power Series
11.3. Taylor Polynomials and Taylor Series
11.4. Sines, Cosines, Exponentials, and Logs
11.5. Tests for Convergence
11.6. Intervals of Convergence
11.7. Chapter Summary
11.8. Exercises
Index

Citation preview

56

The Six Pillars of Calculus Business Edition

lim

x→a

d dx

f ′= 0

Lorenzo Sadun

The Six Pillars of Calculus Business Edition

Sally

The

Pure and Applied UNDERGRADUATE TEXTS • 56

SERIES

The Six Pillars of Calculus Business Edition

Lorenzo Sadun

EDITORIAL COMMITTEE Giuliana Davidoff Steven J. Miller

Tara S. Holm Maria Cristina Pereyra

Gerald B. Folland (Chair) 2020 Mathematics Subject Classification. Primary 00-01, 26A06, 91-01, 00A71, 26-01.

For additional information and updates on this book, visit www.ams.org/bookpages/amstext-56

Library of Congress Cataloging-in-Publication Data Names: Sadun, Lorenzo Adlai, author. Title: The six pillars of calculus : business edition / Lorenzo Sadun. Description: Providence, Rhode Island : American Mathematical Society, [2022] | Series: Pure and applied undergraduate texts, 1943-9334 ; volume 56 | Includes index. Identifiers: LCCN 2022028500 | ISBN 9781470469955 (paperback) | ISBN 978-1-4704-7185-9 (ebook) Subjects: LCSH: Calculus–Textbooks. | AMS: General – Instructional exposition (textbooks, tutorial papers, etc.). | Real functions – Functions of one variable – One-variable calculus. | Game theory, economics, social and behavioral sciences – Instructional exposition (textbooks, tutorial papers, etc.). | General – General and miscellaneous specific topics – Theory of mathematical modeling. | Real functions – Instructional exposition (textbooks, tutorial papers, etc.). Classification: LCC QA303.2 .S23 2022 | DDC 515–dc23 LC record available at https://lccn.loc.gov/2022028500

Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting for them, are permitted to make fair use of the material, such as to copy select pages for use in teaching or research. Permission is granted to quote brief passages from this publication in reviews, provided the customary acknowledgment of the source is given. Republication, systematic copying, or multiple reproduction of any material in this publication is permitted only under license from the American Mathematical Society. Requests for permission to reuse portions of AMS publication content are handled by the Copyright Clearance Center. For more information, please visit www.ams.org/publications/pubpermissions. Send requests for translation rights and licensed reprints to [email protected]. c 2023 by the author. All rights reserved.  The American Mathematical Society retains all rights except those granted to the United States Government. Printed in the United States of America. ∞ The paper used in this book is acid-free and falls within the guidelines 

established to ensure permanence and durability. Visit the AMS home page at https://www.ams.org/ 10 9 8 7 6 5 4 3 2 1

28 27 26 25 24 23

To my students, and to everybody who has helped me understand calculus better. (But I repeat myself.)

Contents

Instructors’ Guide and Background

xi

Chapter 1.

What is Calculus? The Six Pillars

1

Chapter 2.

Predicting the Future: The SIR Model

7

2.1. A Problem of Market Penetration

7

2.2. Building the SIR Model

9

2.3. Analyzing the Model Numerically

13

2.4. Theoretical Analysis: What Goes Up Has to Stop Before it Comes Down

16

2.5. Epidemics

18

2.6. Covid-19 and the SIR model

19

2.7. Chapter Summary

22

2.8. Exercises

23

Chapter 3.

Close is Good Enough!

31

3.1. The Idea of Approximation

31

3.2. Functions

34

3.3. Linear Functions and Their Graphs

37

3.4. Linear Approximations and Microscopes

41

3.5. Euler’s Method and Compound Interest

43

3.6. The SIR Model by Computer

46

3.7. Solving Algebraic Equations

49

3.8. Chapter Summary

51

3.9. Exercises

52 vii

viii

Chapter 4.

Contents

Track the Changes!

59

4.1. The National Debt

59

4.2. Marginal Cost, Revenue, and Profit

62

4.3. Local Linearity and Microscopes

64

4.4. The Derivative

67

4.5. A Global View

72

4.6. Chapter Summary

76

4.7. Exercises

77

Chapter 5.

Computing and Using Derivatives (What Goes Up has to Stop Before it Comes Down) 85

5.1. Building Blocks

86

5.2. Adding, Subtracting, Multiplying, and Dividing Functions

92

5.3. The Chain Rule

97

5.4. Optimization

102

5.5. The Shape of a Graph

105

5.6. Newton’s Method

114

5.7. Chapter Summary

120

5.8. Supplemental Material: Small Angle Approximations

122

5.9. Exercises

124

Chapter 6.

Models of Growth and Oscillation

135

6.1. Modeling with Differential Equations

137

6.2. Exponential Functions and Logarithms

144

6.3. Simple Models of Growth and Decay

150

6.4. Two Models of Oscillation

153

6.5. More Sophisticated Models

157

6.6. Chapter Summary

161

6.7. Supplemental Material: A Crash Course in Trigonometry

163

6.8. Exercises

174

Chapter 7.

The Whole Is the Sum of the Parts

185

7.1. Slicing and Dicing

186

7.2. Riemann Sums

195

7.3. The Definite Integral

201

7.4. The Accumulation Function

205

7.5. Chapter Summary

208

7.6. Exercises

210

Contents

Chapter 8.

ix

The Fundamental Theorem of Calculus (One Step at a Time)

221

8.1. Three Different Quantities

222

8.2. FTC2: The Integral of the Derivative

225

8.3. FTC1: The Derivative of the Accumulation

228

8.4. Anti-Derivatives and Ballistics

233

8.5. Computing Anti-Derivatives

237

8.6. Chapter Summary

238

8.7. Exercises

240

Chapter 9.

Methods of Integration

249

9.1. Integration by Substitution

250

9.2. Integration by Parts

254

9.3. Numerical Integration

260

9.4. Chapter Summary

266

9.5. Exercises

268

Chapter 10.

One Variable at a Time!

281

10.1. Partial Derivatives

282

10.2. Linear Approximations

288

10.3. Double Integrals and Iterated Integrals

291

10.4. Chapter Summary

298

10.5. Exercises

299

Chapter 11.

Taylor Series

313

11.1. What Does 𝜋 = 3.14159265 ⋯ Mean?

314

11.2. Power Series

317

11.3. Taylor Polynomials and Taylor Series

319

11.4. Sines, Cosines, Exponentials, and Logs

323

11.5. Tests for Convergence

330

11.6. Intervals of Convergence

336

11.7. Chapter Summary

340

11.8. Exercises

341

Index

351

Instructors’ Guide and Background

The Purpose of This Book. In 1952, George B. Thomas was asked to revise a publisher’s existing calculus textbook. Instead, he wrote his own. The many editions of Thomas’s Calculus and Analytic Geometry, and the numerous subsequent adaptations of his work, have dominated university classrooms ever since. The names on the textbooks have changed over time, with each new author bringing his or her own distinctive style. (I am especially a fan of James Stewart’s precision and attention to detail.) However, the overall blueprint is the same. As a result, today’s calculus classrooms largely resemble those of the 1990s, of the 1970s, and even of the 1950s. For some students (including this author in his youth) and especially for those who wish to pursue careers in math, physics, and engineering, this approach has worked well. But for increasingly many other students, it has failed. To those students, calculus is a weed-out course, where success depends mostly on memorizing a large number of unmotivated definitions, formulas, and problem-solving techniques, and applying them without any regard for what the variables and functions actually represent. Lacking any unifying principle, these elements are quickly forgotten when the semester is over. Even successful alumni often look back at their calculus classes as painful and useless ordeals. It doesn’t have to be that way! Calculus is built on a handful of very simple ideas that everybody can and should understand. Calculus is connected to every aspect of day-to-day life—from making business decisions to addressing environmental problems to building bridges that don’t fall down—in ways that should interest and inspire everybody. Calculus can also be enjoyable if students are brought into the process of discovery instead of just being handed results. This text and the course at the University of Texas that it was written for are an attempt to reclaim calculus and make it comprehensible, memorable, practical, and even fun. xi

xii

Instructors’ Guide and Background

So what’s so different about this text? • Instead of presenting theorems first and applications later, concepts are developed by tackling realistic problems. For instance, we begin with the SIR system of coupled differential equations that model the market penetration of a new phone app (the same equations that model the spread of a disease and, in particular, the Covid pandemic) long before we ever define what a derivative is! Instead of starting with formal definitions of limits and derivatives, we generate rate equations from an informal understanding of what rate of change means. This leads naturally to linear approximations and to solving difficult problems one step at a time. Students discover that getting an answer through many small steps requires more work than taking a few big steps, but gives more accurate results. Exact answers emerge as the limit of this process, motivating the concept of a derivative. • Everything in the book is connected explicitly to six central ideas that I call the Six Pillars of Calculus: (1) Close is good enough (approximation and limits) (2) Track the changes (derivatives) (3) What goes up has to stop before it comes down (optimization and turning points) (4) The whole is the sum of the parts (integration) (5) One step at a time (the Fundamental Theorem of Calculus) (6) One variable at a time (the key to multi-variable calculus) Making sense of these six ideas is both a goal in itself and an organizing principle for every other concept. Having such an overall conceptual framework to build on makes learning easier and forgetting harder. • We stress multiple ways of looking at each concept. Is a derivative a limit of a difference quotient, a rate of change, the slope of a tangent line, the best linear approximation to a function, or the gain on a tuning knob? To pass a quiz, a student might memorize one of these things, but the real power of a derivative comes from it being all of these at the same time. • We emphasise “when” and “why” over “how”. Recognizing that a real-world phenomenon involves a derivative or an integral is much more important than being able to compute that derivative or integral from a formula. • We also put a heavy emphasis on numerical approximations and programming. Difference quotients approximate derivatives, but we can just as well use derivatives to approximate difference quotients. Riemann sums approximate integrals, and integrals approximate Riemann sums. By studying approximations on their own terms, and not just as stepping stones toward the definitions of derivatives and integrals, students begin to grasp what derivatives, integrals, and infinite series are trying to accomplish. Programming also serves a pedagogical role. The best way to learn anything is to explain it to somebody else. That somebody else can be a computer, and the required explanation can be a MATLAB program. Students are not necessarily expected to write their own MATLAB programs from scratch, but they are expected to modify examples in the book to fit different circumstances.

Instructors’ Guide and Background

xiii

• We use differential equations and modeling as recurring themes. Many, if not most, quantities in the world—from the number of customers for our new phone app to the size of our bank balance to the rabbit population of Australia—are governed by differential equations. The goal is not just to teach students calculus, but to help them recognize calculus in the world around us. • We embrace heuristic reasoning. While no lies are told and everything in this book can be justified rigorously, most of the time we just present an intuitive explanation and stop there. In particular, we skip over the formal machinery of limits almost completely, relying instead on a basic “what we are getting closer and closer to” notion that Newton, Leibniz, and Euler would have immediately recognized. • We place integrals before anti-derivatives. In most calculus classes, anti-derivatives and the Fundamental Theorem of Calculus are presented to students before they fully understand what integrals actually are, so they come away with the impression that integrals are just anti-derivatives. Later on, double integrals make no sense to them, because you cannot take a double anti-derivative with respect to 𝑥 and 𝑦. Here, integrals are developed as generalized sums, period. This allows us to apply integration to a host of problems that bear little superficial resemblance to the area under a curve or a distance traveled. Only after we learn the fundamental theorem of calculus do we turn to the anti-derivative, both as the simplest way to compute most integrals, and as an important and useful concept in its own right. This book was designed for a one-semester course at the University of Texas. Naturally, when fitting what has been traditionally been a two-semester sequence into one semester, something has to give. As noted above, we skip much of the formal structure of limits. We give short shrift to continuity and differentiability, merely presenting a few examples of discontinuous or nondifferentiable functions to build intuition. We also omit many of the calculational techniques that appear in traditional calculus texts. You will find no mention of l’Hôpital’s rule, of implicit differentiation, of logarithmic differentiation, of integration by trig substitution, or of integration by partial fractions. In an age when you can pick up your phone to look up derivatives and integrals online, knowing how to compute a complicated derivative or integral by hand is much less important than it used to be.

Origins. This book did not emerge from a vacuum. Much of its structure and terminology (especially Chapters 2 and 3) is based on the 1994 text, Calculus in Context, by James Callahan, David Cox, Kenneth Hoffman, Donal O’Shea, Harriet Pollatsek, and Lester Senechal, who compose the Five Colleges Calculus Project. That in turn was based on a course developed by Michael Sutherland and Kenneth Hoffman at Hampshire College. Calculus in Context stresses the role of calculus as “a language and a tool for exploring the whole fabric of science,” with differential equations as a unifying theme. Fortunately for us, the Five Colleges Calculus Project had the support of the National Science Foundation, with the condition that the results be made available for others to

xiv

Instructors’ Guide and Background

adopt and adapt. I am grateful for the opportunity (and the explicit permission!) to do so. At the University of Colorado, Eric Stade developed his own course on Calculus, Stochastics, and Modeling (Math 1310). This course was aimed at biology students, using Calculus in Context as the primary text, but it also used a large number of homegrown worksheets and miniprojects that walk students through the difficulties. When Bill Wolesensky and I learned about Math 1310, we immediately wanted to teach a similar course at the University of Texas. As a result, in 2014 Bill and I developed a one-semester calculus course for biologists (M408R) at the University of Texas at Austin that was explicitly modeled on Math 1310. Eric Stade generously shared all of his course materials, which we adapted for use by Texas students. Over time, we (mostly Bill) developed our own materials, and our course developed its own identity, with less emphasis on stochastics and differential equations and more emphasis on the Six Pillars, while maintaining Calculus in Context’s commitment to learning through tackling hard, realistic problems. M408R was so successful that the McCombs School of Business asked us to develop a similar course for business students. At this point, it was clear that we would need our own textbook, since the content of Calculus in Context is almost entirely drawn from the natural sciences, and since none of the existing business calculus books followed our approach. I took on the task of writing this text, the first writing an edition for business students and then an edition for biology students. Eventually, we intend to develop versions of the course and editions of this text for students in physics, engineering, and pure math. Chapter-by-Chapter Summary. Chapter 1 addresses the question “What is calculus?” The short answer is “the study of things that change”. A longer answer involves the Six Pillars. This is the shortest chapter in the book, but it is also the most important, as it frames everything that comes after. In Chapter 2 we start predicting the future with mathematical models. We develop the SIR equations in two settings. The first setting is taken from marketing, where 𝑆(𝑡) is the number of potential users of a hypothetical phone app that the reader has developed, 𝐼(𝑡) is the number of active users, and 𝑅(𝑡) is the number of users who have rejected the product. The second setting (which historically came first) is from epidemiology, where 𝑆(𝑡) is the number of individuals who are susceptible to a disease, 𝐼(𝑡) is the number of infected individuals, and 𝑅(𝑡) is the number of recovered individuals. The resulting equations are identical in both settings, because 𝑆’s become 𝐼’s through contact with 𝐼’s, and 𝐼’s become 𝑅’s through the mere passage of time (attrition or recovery). In fact, most modeling of the Covid-19 pandemic has involved extensions of the SIR model, making this model extremely relevant. In either setting, knowing where things stand today allows us to compute how fast things are changing, which allows us to make projections for the near future. Repeating the process allows us to predict the more distant future. Studying when 𝐼 ′ (𝑡) = 0 allows us to understand the conditions for peak market penetration or the peak of an epidemic.

Instructors’ Guide and Background

xv

In Chapter 3 we take up the 1st Pillar of Calculus (Close is good enough), in a more systematic way. After discussing approximate methods for solving algebraic equations, we turn to functions and ask how quickly they change. We study linear functions, where the rate of change is constant. We then approximate nonlinear functions by linear functions over short stretches where the rate of change is nearly constant. Euler’s method for solving differential equations then emerges as a natural consequence of linear extrapolation. This approximation, and others introduced in this chapter, get better and better as the time step is reduced, which sets up the concept of a derivative. We close with the bisection method for finding approximate roots of a function and the amazingly accurate Babylonian method for approximating square roots. In Chapter 4 we turn to the 2nd Pillar (Track the changes) and define derivatives. First we approximate rates of changes with forward, backward, and centered difference quotients. Marginal costs, revenue, and profit are introduced similarly, and we develop the approximation (0.1)

𝑓(𝑥) ≈ 𝑓(𝑎) + 𝑓′ (𝑎)(𝑥 − 𝑎),

which we call the microscope equation, because any smooth graph looks straight if you zoom in enough. We define the derivative 𝑓′ (𝑎) as (1) the rate of change of the function at 𝑎, (2) the slope of the tangent line, (3) the multiplier in the best linear approximation near 𝑎, and (4) a limit of difference quotients, and we see why these are all the same. We look at the derivative function 𝑓′ (𝑥), and we see how the value of 𝑓′ (𝑥) relates to how fast 𝑓(𝑥) is changing. Using algebra, we compute the derivatives of a few simple functions, such as 𝑥2 and 1/𝑥. Chapter 5, on computing and using derivatives, is similar to a chapter in a standard calculus text. We obtain the derivatives of polynomials, exponentials, sines, and cosines from the definitions. We then develop the product, quotient, and chain rules. By looking at where a derivative is 0, we see how to maximize or minimize a function, invoking the 3rd Pillar (What goes up has to stop before it comes down). We use the signs of 𝑓′ (𝑥) and 𝑓″ (𝑥) to understand the shape of a graph and to develop the first and second derivative tests for maxima and minima. We finish with Newton’s method as an example of the power of linear approximation. In Chapter 6 we use differential equations to understand many common functions. Exponentials arise as solutions to 𝑑𝑦/𝑑𝑡 = 𝑟𝑦, which describes everything from money earning interest to population growth to the cooling of a cup of coffee. Logarithms appear when we solve problems involving exponentials. Sines and cosines arise as ratios of sides of triangles, as locations of points on the unit circle, as solutions to the differential equations that describe the rotation of a wheel, and in simple harmonic motion. More complicated models of growth and oscillation include the logistic model of limited growth (as well as the zombie apocalypse) and the Lotka-Volterra model of interactions between predators and prey.

xvi

Instructors’ Guide and Background

Chapter 7 is about integration as a process of computing a bulk quantity by breaking it into pieces, estimating the pieces, and adding up the pieces. This is the 4th Pillar of Calculus: The whole is the sum of the parts. Mostly, we work with Riemann sums and 𝑥 definite integrals, but we also consider the accumulation function 𝐴(𝑥) = ∫0 𝑓(𝑠) 𝑑𝑠, 𝑏

and note that ∫𝑎 𝑓(𝑥) 𝑑𝑥 = 𝐴(𝑏) − 𝐴(𝑎). Chapter 8 is about the Fundamental Theorem of Calculus. First we define the three key quantities: definite integrals, accumulation functions, and anti-derivatives. We have already seen how accumulation functions and definite integrals are related. The second Fundamental Theorem of Calculus (FTC2) relates anti-derivatives and def𝑏 inite integrals. If 𝐹 ′ (𝑥) = 𝑓(𝑥), then ∫𝑎 𝑓(𝑥)𝑑𝑥 = 𝐹(𝑏) − 𝐹(𝑎). This is proved directly with the 5th Pillar of Calculus: One step at a time. We divide the change in 𝐹(𝑥) from 𝑥 = 𝑎 to 𝑥 = 𝑏 into pieces, estimate each piece as 𝑓(𝑥)Δ𝑥, and add up the pieces to get 𝑏 ∫𝑎 𝑓(𝑥) 𝑑𝑥. The first Fundamental Theorem of Calculus (FTC1) states that the accumulation function is an anti-derivative, and it is proved both directly and as a corollary of FTC2. Only after the meaning of integration and the importance of FTC2 are established do we take up anti-derivatives, turning many of our known facts about derivatives into facts about anti-derivatives. Chapter 9 is about methods of integration. The first half of the chapter is about finding anti-derivatives through integration by substitution and integration by parts. (We do not treat trigonometric substitutions, partial fractions, or any but the simplest integrals of trigonometric functions.) The second half of the chapter is about numerical integration, in particular the trapezoidal rule and Simpson’s rule. The two halves are grouped together in a single chapter to emphasize that integrals are generalized sums and that anti-derivatives are (mostly) just a tool for computing integrals. In Chapter 10 we consider functions of two or more variables and study them with the 6th and final pillar: One variable at a time. The main theme is that multi-variable calculus is not fundamentally different from single-variable calculus. The main ideas are the same, but sometimes we need to do things several times, once for each variable. For instance, standard scientific practice is to experiment with varying one control parameter at a time. This leads naturally to partial derivatives, linear approximations for functions of multiple variables, and the multi-dimensional chain rule. Double integrals are the same as single integrals, in that we break up the region of integration into small pieces, estimate the contribution of each piece, and add up the pieces. By organizing our pieces, summing first over one variable and then over the other, we convert a double integral into an iterated integral on which FTC2 can be applied. Finally, in Chapter 11 we return to the 1st Pillar with sequences and series. We define an infinite sum as the limit of finite sums. Saying that a certain quantity is an infinite sum is just a shorthand way of saying that it is approximated better and better ∞ by finite sums. We see that the geometric series ∑𝑛=0 𝑟𝑛 converges to 1/(1 − 𝑟) when |𝑟| < 1 and it diverges otherwise. We then consider power series. By manipulating ∞ the power series ∑𝑛=0 𝑥𝑛 = 1/(1 − 𝑥), we obtain series expansions for ln(1 − 𝑥) and tan−1 (𝑥). We then consider Taylor polynomials, Taylor series, and Taylor’s theorem with remainder, and we use Taylor polynomials to approximate functions and their integrals. We compute the power series of several common functions and derive Euler’s

Instructors’ Guide and Background

xvii

formula 𝑒𝑖𝑥 = cos(𝑥) + 𝑖 sin(𝑥). Finally, we develop the main tests for convergence, in particular the root and ratio tests, and we apply them to power series to obtain radii of convergence for Taylor series.

Dependencies and possible course structures. The course M408Q that we teach at the University of Texas does not cover the entire book. We usually cover Chapters 1–9. The remaining chapters are provided in case we (or you!) encounter an exceptionally strong class or can devote more than one semester to the material. For instance, at a school that uses quarters rather than semesters, Chapters 1–6 would make a coherent one-quarter course on differential calculus, to be followed by a second quarter covering Chapters 7–11. The first eight chapters are laid out in a very definite sequence. It is hard to imagine skipping any of these chapters without completely losing the flow. The first two chapters are short and set the stage for the ideas that follow. Chapter 3 develops the concept of successive approximation that drives almost all of calculus. Chapter 4 develops the concept of the derivative, and Chapter 5 shows how to use derivatives. Exponential functions and trigonometric functions are introduced early on, but they only really come into their own in Chapter 6. Chapter 7 explains what integrals are, and Chapter 8 explains the Fundamental Theorem of Calculus. There is no getting around those core subjects. As a result, almost nothing in Chapters 1, 4, 7, or 8 can really be skipped. However, it is certainly possible to skip some topics in Chapters 2, 3, 5, and 6 without losing continuity. In Chapter 2, there is no need to cover the SIR equations twice, once for market penetration and once for epidemics. While the material on epidemics, and in particular on Covid, has considerable real-world significance, it is included mainly to whet students’ appetite for modeling. Section 3.7, on the bisection and Babylonian methods of solving algebraic equations, can also be skipped. If you are downplaying the use of computers (an option that is not recommended!), then you may find Section 3.6, on implementing Euler’s method by computer, to be superfluous. Chapter 5 contains three applications of derivatives, for optimization (Section 5.4), graph sketching (Section 5.5), and Newton’s method (Section 5.6). Most instructors include the first two and skip the third, but the choice is yours. In Chapter 6, most students will not need the supplementary material Section 6.7 (A Crash Course in Trigonometry), and especially well-prepared students may already know the material in Section 6.2 (Exponential Functions and Logarithms). If you are not interested in population dynamics, then Section 6.5, on the logistic and Lotka-Volterra models, can be safely skipped. Chapters 9, 10, and 11 are stand-alone introductions to methods of integration, to multi-variable calculus, and to series. Depending on the interests and background of your students, it is reasonable to design a calculus course that includes any subset of these topics (including the empty subset). In Chapter 9, the analytic and numerical sections are independent of one another. On the analytic side, I strongly recommend covering at least integration by substitution; integration by parts is optional. For the numerical methods, it is reasonable to include the trapezoidal rule and skip Simpson’s rule. If the rest of Chapter 9 is skipped,

xviii

Instructors’ Guide and Background

then Section 9.1 (Integration by Substitution) can be folded into Section 8.5 (Computing Anti-Derivatives). Within Chapter 10, it is possible to do partial derivatives without doing double integrals, or to do double integrals without partial derivatives. Within the sections on partial derivatives, it is possible to skip the discussion of higher partial derivatives, the “mixed partials are equal” theorem, and quadratic approximations. Chapter 11 is aimed at a more sophisticated audience than the rest of the book, covering a lot of ground in relatively few pages. The first four sections are essential to understanding what series and power series are and how to use them. Sections 11.5 and 11.6 are about tests for convergence, determining when and where the material of the first three sections can be meaningfully applied. The bulk of a traditional treatment of sequences and series is devoted to convergence; testing for convergence is a wonderful exercise in open-ended mathematical thinking. However, many successful scientists and engineers have gotten away with cavalier attitudes toward convergence, especially since the use of Taylor polynomials (as opposed to series) only requires differentiability, not analyticity. Course development is a collaborative process. If you have questions on how to use this book in your course, and especially if you have feedback on what did and didn’t work with your students, please contact me directly. Acknowledgments. This book would not have been possible without the efforts of Bill Wolesensky, who has been my partner in developing the courses M408R (Calculus for Biologists) and M408Q (Calculus for Business) at the University of Texas. The structure of this book reflects the structure of those courses, which in turn reflects Bill’s ideas as much as my own. This book would also not have been possible without the pioneering work of the Five Colleges Calculus Project (James Callahan, David Cox, Kenneth Hoffman, Donal O’Shea, Harriet Pollatsek, and Lester Senechal). Not only are the early chapters of this book consciously modeled on their wonderful text, Calculus in Context, but the courses at the University of Colorado and the University of Texas that directly led to the book you are holding would never have been designed without Calculus in Context. The Five Colleges Calculus Project in turn was supported by the National Science Foundation. I am grateful both for the inspiration that Calculus in Context provided, and for permission to adapt material from that book. 1 In particular, many of the exercises in this book are modeled on exercises in Calculus in Context. Even more are inspired by Calculus in Context’s general approach to the subject. Several computer programs in this book, including SIREulers, Riemann, and the unnamed implementation of the Babylonian method, are MATLAB implementations of similar programs in Calculus in Context. 1 Source: Wikimedia Commons, author: Callahan, James; Cox, David; Hoffman, Kenneth; O’Shea, Donal; Pollatsek, Harriet; and Senechal, Lester, “Calculus in Context” (2008). Open Educational Resources: Textbooks, Smith College, Northampton, MA, licensed under the Creative Commons Attribution 4.0 International (CC BY-4.0) (https://creativecommons.org/licenses/by/4.0/) license.

Instructors’ Guide and Background

xix

Special thanks go to Eric Stade. As already noted, his course on Calculus, Stochastics and Modeling (Math 1310) at the University of Colorado was an essential link between Calculus in Context and M408R/Q. The initial version of M408R ran primarily on adaptations of Math 1310 course materials that Eric generously shared, and the current course still bears Eric’s fingerprints. Bill Wolesensky and I are very happy to enjoy the view from the shoulders of Eric Stade and the Five Colleges Calculus Project. I am also grateful to Keenan Kidwell and Alex Macedo, who have been teaching M408Q and M408R, semester after semester, and have provided invaluable feedback on what works and what doesn’t. This book would have been nearly impossible without the efforts of Anita Sadun. Not only has she provided me with love, inspiration, and moral support through 30+ years of marriage, but she’s a darn good illustrator and editor! Nearly half of the figures in this book are Anita’s handiwork. Development of this book was supported by the Texas Institute for Discovery Education in Science (TIDES), in consultation with faculty in the Department of Mathematics and the McCombs School of Business, notably Jan Schneider, Mike Starbird, and Mark Daniels. Finally, I thank everybody who helped me to realize (well into my career!) that teaching is about engaging with students, and not just engaging with the material. This includes faculty peers and mentors such as Jane Arledge, Jennifer Austin, Sarah Eichhorn, Sacha Kopp, and Elizabeth Stepp, but especially includes the students at the University of Texas.

Lorenzo Sadun Austin, Texas [email protected] July 2022

Chapter 1

What is Calculus? The Six Pillars

Calculus was invented by Isaac Newton and Gottfried Leibniz in the mid-17th century to solve real problems: To understand the orbits of planets. To understand what happens when an apple falls from a tree. To design lenses and clocks and all sorts of machines. Even to make money betting at dice. Over time, people realized how much calculus had to say about almost everything in the world. If it’s real and it’s changing, we can understand it better with calculus. But as a 21st century student learning calculus, it’s easy to get lost in a maze of formulas, computational techniques, obscure theorems, and contrived problems. You can lose sight of what it’s all for. So what is calculus, anyway? A good working definition is

Calculus is the study of things that change. • If gas costs $4/gallon and you need to buy 500 gallons this year, you don’t need calculus to figure out your cost. $4/gallon × 500 gallons = $2000. That’s simple arithmetic. But if the price of gas keeps changing, figuring out your total cost involves adding up the variable costs for the next 365 days. That’s calculus. • If you are manufacturing widgets and every widget costs $20 to make but sells for $23, it’s obvious that you should make more widgets, since you make a profit of $3 on each widget. But what if making more widgets causes the price to drop, thanks to the law of supply and demand? How many widgets should you make to maximize your profit? That’s calculus. 1

2

1. What is Calculus? The Six Pillars

• If your company has a 13% share of the market and your market share increases at exactly 1%/year, it’s easy to predict what your market share will be in 5 years. 13%+(1%/year×5 years) = 18%. But what if your market penetration slows down as you gain market share? Understanding how that changes the answer requires calculus. Fortunately, calculus isn’t black magic. Almost everything we do boils down to six simple ideas that we call the Six Pillars of Calculus: (1) Close is good enough. In algebra, we look for exact answers to problems. If somebody asks you to solve 𝑥2 −3𝑥+2 = 0, you might factor that as (𝑥−2)(𝑥−1) = 0, or you might apply the quadratic formula, or you might just try different numbers and see that 𝑥 = 1 and 𝑥 = 2 work. What you probably don’t say is “There must be a solution somewhere between 0.9 and 1.1 . . . , make that 0.99 and 1.01 . . . , no, make that 0.999 and 1.001.” But that’s exactly the sort of reasoning we use in calculus! When faced with problems that can’t be solved right away, we simplify things and look for an approximate answer. Then we try to improve that answer, and improve it some more, until we get something that is fairly accurate. If the calculations are too grungy to do by hand (and they often are), we program a computer to do our dirty work for us. Eventually, we get an answer that’s good enough for whatever real-world task we have in mind, and we stop and congratulate ourselves on a job well done. Once in a while, we need the exact answer. When that happens, we approach that exact answer as the limit of better and better approximations. Almost all of the important formulas of calculus come from this limiting process. (2) Track the changes. We can often tell more about something by looking at the way that it’s changing than by asking where it is right now. Figures 1.1 and 1.2 show the stock prices of two companies for the first half of 2019. Coty’s did very well, while Nordstrom’s did very badly. It doesn’t take a genius to see that by midsummer Coty’s CEO was dreaming of getting a big bonus, while Nordstrom’s was worried about being fired. That is despite the fact that Nordstrom’s stock price at the end of June was more than twice Coty’s. To understand the success of a company, the recent change in the stock price tells us much more than the actual price. Graphically, the rate of change of a quantity is closely related to the slope of the graph of that quantity. We’re going to spend a lot of time studying slopes— both how to find them and what to do with them. In mathematical terms, this is called computing a derivative. (3) What goes up has to stop before it comes down. Figure 1.3 shows the profit 𝑃(𝑥) that a widget factory makes as a function of the number 𝑥 of widgets that it makes each month. If we are currently making 𝑎 widgets/month, then we should think about increasing production. This part of the curve is sloping upward, so more widgets mean more profit. However, if we are currently making 𝑐 widgets/month, then we should decrease production. This part of the curve is sloping downward, so more widgets mean less profit. The optimal production level is at 𝑏 widgets/month, where the curve is flat and its slope is 0. By studying

1. What is Calculus? The Six Pillars

3

Figure 1.1. Coty’s stock went up in the first half of 2019.

Figure 1.2. Nordstrom’s didn’t.

the rate of change of the profit curve and figuring out where that rate of change is 0, we can determine the optimal production level. (4) The whole is the sum of the parts. What will the national debt be next year? That’s a complicated question, but we can break things down year by year. The national debt next year is the national debt this year plus this year’s budget deficit.1 Similarly, this year’s debt is last year’s debt plus last year’s deficit. Working backward, year by year, we see that the national debt this year is the sum of the national budget deficits every year going back to 1776. If we plot the budget deficit as a function of time, as in Figure 1.4, the sum of all those values is the same as the area under the curve. We’re going to spend a lot of time talking about area, but it isn’t because we’re obsessed with geometry. 1 Or at least it would be if the same accounting practices were used for both debt and deficit. See Section 4.1 for the difference in how Social Security is usually counted. In this section, the national debt is adjusted to take that difference into account.

4

1. What is Calculus? The Six Pillars

Figure 1.3. Monthly profit as a function of production level

Figure 1.4. US budget deficit by year, 1970–2020

It’s because most bulk quantities, like the total power used by the city of Austin in 2007 or the total amount of water carried by the Colorado River in 2011, can be treated exactly like national debt or area. Break the quantity you’re studying into little pieces, estimate each piece, and add up the pieces. This process is called integration. Note that this is very different from how integration is often taught. In most calculus classes, students are taught that integration is in some sense the opposite of differentiation. That isn’t exactly wrong, as we’ll see with the 5th Pillar, but it misses the point. Integration is about adding up the pieces, which is why it applies to a host of problems. Anti-derivatives are a great tool for actually computing

1. What is Calculus? The Six Pillars

5

integrals, but they don’t explain why such-and-such quantity is represented by such-and-such integral. For that, we need the 4th Pillar. (5) One step at a time. A famous Chinese proverb says that “a journey of a thousand miles begins with a single step”. The journey then continues with about two million additional steps. By understanding what happens at each step, we can understand the entire journey. Instead of asking what the national debt is, we can ask how much it changed in a short period of time, like a year. Geometrically, the change per year is the slope of the debt curve, shown in Figure 1.5. The steeper the curve is, the faster the debt is changing. In the late 1990s, the deficit was negative (also known as running a surplus), and the debt came down. In the Great Recession of 2009–2012, and again in the Covid pandemic of 2020, the budget deficit was large and the debt shot up. Between 1950 and 1975 (only part of which is shown on the graph) the deficit was close to 0 and the debt was nearly constant.

Figure 1.5. US National debt by year 1970–2020

How are Figures 1.4 and 1.5 related? The deficit each year is the same as the change in the debt from that year to the next. This means that the debt is a running total of the deficit and corresponds to the area under the deficit curve. The deficit is the rate at which the debt is changing, and corresponds to the slope of the debt curve. Mathematically, the debt is the integral of the deficit, and the deficit is the derivative of the debt. The Fundamental Theorem of Calculus (FTC) relates derivatives and integrals in general. With it, we can use what we already know about derivatives to understand integrals. In fact, it is the single most powerful tool we have for evaluating integrals.

6

1. What is Calculus? The Six Pillars

The Fundamental Theorem of Calculus comes from thinking about changes one step at a time, but there is more to “one step at a time” than just the Fundamental Theorem. For instance, suppose that we invest $1000 at 6% interest, and we want to know how much money we will have in 30 years. From our initial balance and the interest rate, we can estimate the interest we receive in the first year and compute our bank balance a year from now. From that, we can estimate the interest we receive in the second year and get our bank balance two years from now. Continuing the process, step by step, we can accurately project our bank balance far into the future. Finally, “one step at a time” is great slogan for how to approach calculus in general. Many problems are way too complicated to be done all at once. By breaking big problems into sequences of smaller problems, and by solving these smaller problems one at a time, we can accomplish wonders. (6) One variable at a time. Many functions involve two or more input variables. The boiling point of water depends on our elevation and on how much salt we put in the water. In the summer, the heat index depends on temperature and humidity. In the winter, the wind chill factor depends on temperature and wind speed. The price of widgets depends on supply and demand. The value of an oil field depends on how much oil it produces and on the price of oil. To understand functions of two (or more) variables, we always hold everything but one variable fixed and study just that variable. Asking how a change in temperature changes the heat index is a question about a function of just one variable that we already know how to answer. Similarly, we can figure out how changing the humidity affects the heat index. Putting the two answers together, we can understand how changing both temperature and humidity affects the heat index. It’s tempting to say “that’s all there is!”, but that isn’t really true. Over the centuries, lots of really smart people have cooked up lots of really smart ways to solve lots of really hard problems. Now, with the help of computers, we can solve even more problems. In the next ten chapters, we’re going to follow in the footsteps of these masters and learn some of their results. Yes, there will be formulas to memorize and techniques to practice and algorithms to implement on computers. And yes, it will take work to really absorb everything. But hopefully this voyage of discovery won’t be a mystery. Every new formula or technique or algorithm will lead straight back to the Six Pillars, so it will be connected to every other formula or technique or algorithm. If you remember the pillars, you’ll have a framework for organizing all the little details. Over time, you’ll forget many of those details, and that’s OK. As long as you remember the pillars and are willing to look up the details as needed, you’ll be able to use calculus for your whole life, not just in your classes and in your job, but in understanding the wild and complicated world we live in.

Chapter 2

Predicting the Future: The SIR Model

In this chapter, we will use four of the pillars to get a handle on a real-world problem: product adoption. • It’s impossible to keep track of the behavior of every customer in the world, so we devise a simplified model to describe consumer behavior. Close is good enough! • This involves understanding the rate at which consumers start using a product and the rate at which they abandon that product. Track the changes! • Once we understand where things stand and how fast they are changing, we can make realistic predictions about what is likely to happen in the future, as well as what we can do to improve that trajectory. Our projections are only accurate for a short time, so we combine a lot of short-term projections to get a long-term projection. One step at a time! • Even without these long-term projections, we can understand how our market penetration will peak by comparing the factors that increase penetration with those that decrease penetration. What goes up has to stop before it comes down!

2.1. A Problem of Market Penetration Imagine that you work for a company that has just introduced a hot new phone app. People are learning about it by word of mouth, and more and more people are using your product. Of course, that growth can’t go on forever. Eventually, people will get tired of your app and will move on to the Next Great Thing. In order to make the most of your product’s popularity, you need to forecast usage for the next year or two. You hire a mathematical consultant (your Friendly Author), and together we attack the problem. 7

8

2. Predicting the Future: The SIR Model

Figure 2.1. Active users as a function of time

The first thing we do is define our quantities. Let 𝑡 denote time, measured in days, and let 𝐼(𝑡) be the number of active users at time 𝑡. We call 𝑡 and 𝐼 variables since they change. The time 𝑡 is our input variable, while 𝐼 is an output variable. The graph of 𝐼 as a function of 𝑡 will look something like the plot in Figure 2.1. There is an initial phase where more and more people use the product, a moment of peak usage, a decline in usage, and a long tail. To be successful, we want the rise to be as fast as possible, the peak to be as high as possible, and the decline to be as slow as possible. Before we try to control 𝐼, we need to understand what makes 𝐼 change over time. That is, we need to make a mathematical model for what is going on. The model needs to take into account all the important features of what’s happening in the world, while being simple enough to be solvable. We are going to ignore a lot of details, because close is good enough! Once we have our model, we have to analyze it. In this step, we don’t care where our equations came from. We just want to solve them. Maybe we can find a formula for the answer. More likely, we can’t find a formula, but we can run the model on a computer to generate accurate predictions. Once again, close is good enough! Finally, we need to interpret our results. Math can tell us that such-and-such variable will have such-and-such value at such-and-such time, but we need to understand business to say what that means for the success of our company. In other words, predicting the future is a three step process: (1) Model our system mathematically. Define appropriate variables and write down some equations that describe how these variables change with time. This step requires real-world understanding as well as math. (2) Solve the model to determine what each variable will be at some future time. This step is 100% math, using techniques that we are about to develop.

2.2. Building the SIR Model

9

(3) Interpret the results. Take our mathematical results and make real-world sense of them. We’ll tackle these one at a time, which is a lesson in itself. One step at a time! We need to break hard problems into bite-sized tasks, and then do each task in turn.

2.2. Building the SIR Model To understand the adoption of our product, we divide our population of potential customers into three groups, as in Figure 2.2.

Potential Users

S

I

Active Users

R Rejected Users Figure 2.2. Three categories of users

• Potential users, or Potentials: These are people who might use the product in the future if they hear enough good things about it from their friends. • Active users, or Actives: These are people who have already adopted the product. Not only are they using it, but they are spreading the word about it. • Rejected users, or Rejecteds: These are people who won’t ever use the product. Maybe they just aren’t interested. Maybe they used to use the product but got tired of it. Maybe our app doesn’t even work on their brand of phone. For whatever reason, they’re no longer reachable. Next, we define our variables. Let 𝑆(𝑡) be the number of Potentials at time 𝑡, let 𝐼(𝑡) be the number of Actives at time 𝑡, and let 𝑅(𝑡) be the number of Rejecteds at time 𝑡. The letters 𝑆 and 𝐼, which obviously don’t stand for Potential and Active, are historical.1 Obviously, there are differences among the users in each category, but we’re going to ignore those differences. This is a model, not a complete description of reality! Instead, we’re going to talk about the behavior of the average Potential, the average Active, and the average Rejected. We then ask two questions: (1) At what rate do Potentials adopt the product and become Actives? 1 The SIR model was originally developed to study epidemics, as we will see in Section 2.5. In that context, 𝑆 stands for Susceptible, 𝐼 stands for Infected, and 𝑅 stands for Recovered or Removed.

10

2. Predicting the Future: The SIR Model

(2) At what rate do Actives stop using the product and become Rejecteds? From these rates, we can figure out the rates 𝑆′ , 𝐼 ′ , and 𝑅′ at which the quantities 𝑆, 𝐼, and 𝑅 are changing, and from those we can predict the future. Losing customers: Attrition. Customers don’t use an app forever. Sooner or later they get tired of it or switch to a competitor’s app. Some apps, like navigation tools and browsers, keep their customers for months or years. Others, like games, can lose their customers after just a couple of weeks. Suppose that we are analyzing a new game that users keep using for an average of 30 days. Among the Active users, roughly 1/30 of them will grow tired of the game today and will be among the Rejecteds tomorrow. That is, (2.1)

today’s change in the Rejected population =

𝐼(today) . 30

Likewise, (2.2)

tomorrow’s change in the Rejected population =

𝐼(tomorrow) , 30

and in general (2.3)

the change in the Rejected population on day 𝑡 =

𝐼(𝑡) . 30

Note the units in this equation. 𝐼(𝑡) and 𝑅(𝑡) are numbers of people, and the number of new 𝑅’s on any given day is also measured in people. But the rate 𝑅′ at which 𝑅 is changing is measured in people/day. That is, 𝑅′ (𝑡) =

𝐼(𝑡) . 30 days

The numerator has units of people, the denominator has units of days, and the ratio has units of people/day. This is an example of a rate equation. A rate equation describes the rate at which something is changing in terms of other data. In this case, it describes 𝑅′ in terms of 𝐼. More generally, if 𝑇 is the average length of time that people use a product, then we expect (2.4)

𝑅′ =

𝐼 . 𝑇

If we define 𝑏 = 1/𝑇, then we can write our rate equation without fractions: (2.5)

𝑅′ = 𝑏𝐼.

See Figure 2.3. 𝑅′ has units of people/day, 𝐼 has units of people, and 𝑏 has units of (1/day)s. When the SIR model is used in biology, 𝑏 is called the recovery coefficient. In our business example we’ll call it the attrition coefficient. If you prefer, you can think of it as the boredom coefficient.

2.2. Building the SIR Model

11

I

S

Active Users

Potential Users

R

bI

attrition

Rejected Users Figure 2.3. Through attrition, active users become rejected users.

The number 𝑏 is called a parameter. It isn’t a variable, because it doesn’t change during the product run. However, it may take on different values for different products. By adjusting the value of 𝑏, we can use the same rate equation to model games, navigation aids, music players, you name it.2 Gaining customers: Transmission. Losing customers is grim. If our app currently has 2,100,000 users and is only used for an average of 30 days, then we’re losing users at a rate of 2,100,000 people 70,000 people (2.6) = . 30 days day That’s a lot! If we’re going to stay in business, we need to get new customers to replace the old ones. In our model, we assume that we gain customers by word of mouth. Let’s look at this from the perspective of a single Potential user, who we’ll call Joe. Joe will hear about our app from a certain fraction 𝑝 of the Active users each day, for a total of 𝑝𝐼 contacts. The fraction 𝑝 is typically very small, but the Active population 𝐼 can be very large. The more Active users there are, the more times Joe will hear about our product. Every time that Joe hears about our product, there is a probability 𝑞 that he will be motivated to download it and start using it. That is, there is a probability 𝑝𝑞𝐼 per day of Joe becoming Active. We don’t actually care about 𝑝 and 𝑞 separately, since all that matters is their product. We define 𝑎 = 𝑝𝑞, and call 𝑎 the transmission coefficient. Like 𝑏, this is a parameter, not a variable. Different products in different communities will have different values of 𝑎, but we can use the same reasoning for all of them. 2 There are some exceptions, such as social media, that follow a different pattern. People don’t stop using social media platforms after a certain amount of time. They stop using them when their friends stop using them. That’s a much more complicated system to model!

12

2. Predicting the Future: The SIR Model

transmission

S

aSI

I

Active Users

Potential Users

R

bI

attrition

Rejected Users Figure 2.4. Through word of mouth, Potential users become Active users.

Finally, we look at the entire population of Potentials. If there are 𝑆 Potentials, each of whom has a probability 𝑎𝐼 (per day) of becoming Active, then each day there will be approximately 𝑎𝑆𝐼 Potentials who become Actives. That is, 𝑆 ′ = −𝑎𝑆𝐼.

(2.7)

See Figure 2.4. 𝑆 and 𝐼 have units of people and 𝑆 ′ has units of people/day, so 𝑎 must have units of 1/(people × days). Also note the minus sign in our equation! The more Potentials become Actives, the fewer Potentials are left. What about 𝐼? Completing the model. So far we have figured out how the numbers of Rejecteds and Potentials change, but what about the number of Actives? We have 𝐼′

=

+ (Rate at which people adopt the product) − (Rate at which they abandon the product)

(2.8)

=

𝑎𝑆𝐼 − 𝑏𝐼.

Another way to see this is that 𝑆 + 𝐼 + 𝑅 is the total number of people out there, and that doesn’t change. Since 𝑆′ + 𝐼 ′ + 𝑅′ = 0, we must have 𝐼 ′ = −𝑆 ′ − 𝑅′ . Putting everything together, we have a system of three rate equations. Together, they’re called the SIR model: 𝑆 ′ (𝑡) ′

(2.9)

=

−𝑎𝑆(𝑡)𝐼(𝑡),

𝐼 (𝑡)

=

𝑎𝑆(𝑡)𝐼(𝑡) − 𝑏𝐼(𝑡),

𝑅′ (𝑡)

=

𝑏𝐼(𝑡),

2.3. Analyzing the Model Numerically

13

where • 𝑡 is the time. Depending on the setting, you may want to measure 𝑡 in days, weeks, months, quarters, or years. • 𝑆(𝑡) is the number of Potentials at time 𝑡, measured in people. • 𝐼(𝑡) is the number of Actives at time 𝑡, also measured in people. • 𝑅(𝑡) is the number of Rejecteds at time 𝑡, also measured in people. • 𝑏 is the attrition coefficient, which is the reciprocal of the average time 𝑇 that a user keeps using the product before moving on. The units of 𝑏 are the reciprocal of whatever units we are using for time. This parameter can vary from product to product. • 𝑎 is the transmission coefficient. This can depend both on the product and on the market. If you are marketing the same product in several different places, 𝑏 will be more or less the same in all markets, but 𝑎 will typically be bigger in the smaller markets (where each Potential knows a greater fraction of the Actives) and smaller in the bigger markets. The units of 𝑎 are 1/(time × people).

2.3. Analyzing the Model Numerically Now that we have our model, let’s use it to predict the future. Suppose that we measure 1 𝑡 in days, that 𝑎 = 0.000002/person-per-day and 𝑏 = 30 /day, and that we start with 𝑆(0) = 40, 000, 𝐼(0) = 2100, and 𝑅(0) = 7900. What will 𝑆, 𝐼, and 𝑅 be in two days? In five days? In ten days? For that matter, what were the values yesterday? A week ago? A month ago? A naive approach is to use the SIR equations to compute 𝑆 ′ , 𝐼 ′ , and 𝑅′ once and for all: 𝑆′ =

−0.000002(40, 000)(2100)

′

𝐼 = 0.000002(40, 000)(2100) − 2100/30 (2.10)

′

𝑅 =

2100/30

= −168 people/day, =

98 people/day,

=

70 people/day.

If we have 2100 Actives on day 0, and if 𝐼 is growing at a rate of 𝐼 ′ = 98 people/day, then we should expect 2100 + 98 = 2198 Actives tomorrow. We should expect 2198 + 98 = 2100 + 2(98) = 2296 Actives the day after tomorrow. After a week, we should expect 2100+7(98) = 2784 Actives, after a month we should have 2100+30(98) = 5040 Actives, and after a year we should have 2100 + 365(98) = 37, 870 Actives. In general, after 𝑡 days we should have (2.11)

𝐼(𝑡) ≈ 𝐼(0) + 𝐼 ′ (0)𝑡 = 2100 + 98𝑡.

This is called a linear approximation. Instead of finding the exact equation for 𝐼(𝑡), we found the equation of the line that has the right value and the right slope at 𝑡 = 0. We then approximate the value of the true 𝐼(𝑡) function by the value of the linear function 2100 + 98𝑡.

14

2. Predicting the Future: The SIR Model

Before we move on, let’s recall some basic facts about things that change at a constant rate. If we are driving at a constant speed of 57 miles per hour and pass milepost 253 at 3:00, where will we be at 4:00? At 5:00? At time 𝑡? From 3:00 to time 𝑡 is 𝑡 − 3 hours. Since rate × time = distance, and since we are going at 57 MPH, we will travel 57(𝑡 − 3) miles in that time. Adding that to our starting point at milepost 253, we will find ourselves at milepost (2.12)

𝑥(𝑡) = 253 + 57(𝑡 − 3)

at time 𝑡. (At least if we’re traveling in the direction where the mile markers are increasing. If we’re heading in the opposite direction, we will find ourselves at milepost 253 − 57(𝑡 − 3).) The same idea works for any quantity that is changing at a constant rate, not just for position. If a quantity 𝑄 is changing at rate 𝑄′ , and if 𝑄 starts at a value 𝑄0 at time 𝑡0 , then what will 𝑄 be at time 𝑡? Since it grows at rate 𝑄′ for time (𝑡 − 𝑡0 ), it will increase by 𝑄′ × (𝑡 − 𝑡0 ). Adding that to our starting value of 𝑄 gives (2.13)

𝑄(𝑡) = 𝑄0 + 𝑄′ × (𝑡 − 𝑡0 ).

This is the equation of a straight line in point-slope form. The linear approximation (2.11) is a special case of this, with 𝐼 instead of 𝑄, and with starting time 𝑡0 = 0. We’ll have a lot more to say about equations of lines and linear approximations in Chapter 3.

Returning to the SIR model, we can use the linear approximation (2.11) to study the past as well as the future. According to this approximation, yesterday we had around 2100−98 = 2002 Actives, a week ago we had 2100−7(98) = 1414 Actives, and a month ago we had 2100 − 30(98) = −840 Actives. How much do you trust those numbers? You should take them with a grain (or more) of salt. In particular, the estimate 𝐼(−30) ≈ −840 is absurd. You can’t have a negative number of Actives! In making that estimate, something went seriously wrong. You should get into the habit of asking whether answers make sense. Reality check! Before reading on, take a minute to think about what went wrong with the method we used to get our negative answer.

The problem with our linear approximation is that it assumed that the rate of change of 𝐼 is 98 people/day, it always was 98 people/day, and it always will be 98 people/day. In reality, we know that 𝐼 ′ = 98 people/day today, and it’s realistic to assume that 𝐼 ′ won’t change much in the next few days, but in a few weeks, or a few months, it could change by a lot. This means that we can trust our linear approximation when 𝑡 = 1 or 𝑡 = 2 or 𝑡 = −1 or 𝑡 = −2, but we shouldn’t trust it when 𝑡 = 30 or 365 or −30. The actual situation is shown in Figure 2.5. The linear approximation tracks 𝐼(𝑡) very closely for −5 < 𝑡 < 5, but it does not account for the curvature in the graph of 𝐼(𝑡). As 𝑡 gets more and more negative, the graph of 𝐼(𝑡) flattens out and stays positive, while

2.3. Analyzing the Model Numerically

15

Figure 2.5. Active users over time. The linear approximation is negative when 𝑡 < −21.5, but the actual 𝐼(𝑡) isn’t.

the linear approximation goes negative. Meanwhile, as 𝑡 gets more and more positive, 𝐼(𝑡) goes up and then down, while the linear approximation just keeps on growing. To do better than our naive approximation, we need a way of estimating 𝑆 ′ and 𝐼 , and 𝑅′ , not just right now, but in the future and the past. Here’s a way to estimate 𝑆(10), 𝐼(10), and 𝑅(10). ′

First, we need to decide how far we can trust our linear approximation. Since 𝐼 seems to be changing at about 5% each day, trusting it for a couple of days is reasonable. We’re going to pick a time interval of two days, which we’ll call Δ𝑡 days, and predict the future Δ𝑡 = 2 days at a time. (1) Use the initial values 𝑆(0), 𝐼(0), and 𝑅(0) together with the SIR equations to estimate 𝑆 ′ (0), 𝐼 ′ (0), and 𝑅′ (0). (2) Use a linear approximation to estimate 𝑆(2) ≈ 𝑆(0) + 2𝑆 ′ (0), as well as 𝐼(2) ≈ 𝐼(0) + 2𝐼 ′ (0) and 𝑅(2) ≈ 𝑅(0) + 2𝑅′ (0). (3) Use the values of 𝑆(2), 𝐼(2), and 𝑅(2) together with the SIR equations to estimate 𝑆 ′ (2), 𝐼 ′ (2), and 𝑅′ (2). (4) Use a linear approximation to estimate 𝑆(4) ≈ 𝑆(2) + 2𝑆 ′ (2), etc. (5) Use those values and the SIR equations to approximate 𝑆 ′ (4), etc. (6) Lather, rinse, repeat. At each time 𝑡, plug the estimated values of 𝑆(𝑡), 𝐼(𝑡), and 𝑅(𝑡) into the SIR equations to get estimated values of 𝑆 ′ (𝑡), 𝐼 ′ (𝑡), and 𝑅′ (𝑡). Then use a linear approximation to compute 𝑆(𝑡 + Δ𝑡) ≈ 𝑆(𝑡) + Δ𝑡 𝑆 ′ (𝑡), etc. Table 2.1 shows the results for the first ten days. Likewise, we can go backward in time, using a small time step. We can take Δ𝑡 = −2 days and go from 𝑡 = 0 to 𝑡 = −2 to 𝑡 = −4, etc., all the way back to to

16

2. Predicting the Future: The SIR Model

Table 2.1. Projecting forward with Δ𝑡 = 2

𝑡

𝑆(𝑡)

𝐼(𝑡)

𝑅(𝑡)

𝑆 ′ (𝑡)

𝐼 ′ (𝑡)

𝑅′ (𝑡)

0

40,000

2,100

7,900

-168

98

70

2

39,664

2,296

8,040

-182

105.5

76.5

4

39,300

2,507

8,193

-197

113.5

83.5

6

38,906

2,734

8,360

-213

121.5

91.5

8

38,480

2,977

8,543

-229

130

99

10

38,022

3,237

8,741

Table 2.2. Projecting backward with Δ𝑡 = −2

𝑡

𝑆(𝑡)

𝐼(𝑡)

𝑅(𝑡)

0

40,000

2,100

7,900

-6

40,923

1,559

7,518

-12

41,621

1,143

7,236

-18

42,139

832

7,029

-24

42,519

602

6,879

-30

42,796

433

6,771

𝑡 = −30. The results are shown in Table 2.2, with some times skipped and the values of 𝑆 ′ , 𝐼 ′ , and 𝑅′ omitted to save space. As you can see, 𝐼(−30) isn’t negative at all. This method still doesn’t give exact answers, but close is good enough! If we want to compute 𝐼(10) with greater accuracy, we can use the same algorithm with Δ𝑡 = 1 instead of Δ𝑡 = 2, for an answer of 𝐼(10) = 3261 instead of 3237. Of course, that requires ten iterations instead of five. If we want even more accuracy, we can take Δ𝑡 = 0.1 and do 100 iterations, getting 𝐼(10) = 3282, or take Δ𝑡 = 0.01 and do 1000 iterations, getting 𝐼(10) = 3284. If we’re willing to do the extra work, or if we program a computer to do the extra work for us, we can have as much accuracy as we want. (However, our model is only an approximation of the real world, so even if we can solve our model to great accuracy, that doesn’t necessarily mean that we can predict the future with that much accuracy.) This is the 5th Pillar of Calculus: One step at a time. Every big change is made up of many little changes. If we can understand each little change, we can put the pieces together to understand the big change.

2.4. Theoretical Analysis: What Goes Up Has to Stop Before it Comes Down So far we have used the 1st, 2nd, and 5th Pillars of Calculus. By making approximations and tracking the changes in our variables 𝑆, 𝐼, and 𝑅, and by putting a lot of short-term linear approximations together, we figured out how to obtain good projections of the

2.4. Theoretical Analysis: What Goes Up Has to StopBefore it Comes Down

17

future, and we were able to use those same projections to understand the past. Now we’re going to tackle the question:

What is happening when 𝐼(𝑡) reaches its peak? The key fact is that the sign of 𝐼 ′ tells you whether 𝐼 is increasing or decreasing. Whenever 𝐼 ′ (𝑡) > 0, 𝐼(𝑡) must be increasing. Whenever 𝐼 ′ (𝑡) < 0, 𝐼 must be decreasing. At the very top of the curve, when 𝐼(𝑡) has stopped increasing and hasn’t yet started decreasing, 𝐼 ′ (𝑡) transitions from positive to negative. At that instant of time, we must have 𝐼 ′ (𝑡) = 0. Let’s figure out what is happening at that time. The SIR equations tell us that (2.14)

𝐼 ′ (𝑡) = 𝑎𝑆(𝑡)𝐼(𝑡) − 𝑏𝐼(𝑡) = 𝐼(𝑡) (𝑎𝑆(𝑡) − 𝑏) .

Since 𝐼(𝑡) is always positive, the sign of 𝐼 ′ (𝑡) is the same as the sign of 𝑎𝑆(𝑡) − 𝑏. As long as 𝑆(𝑡) > 𝑏/𝑎, 𝐼 ′ (𝑡) will be positive and 𝐼(𝑡) will increase. But eventually we will run out of Potential customers. When 𝑆(𝑡) drops below 𝑏/𝑎, 𝐼 ′ (𝑡) will become negative and 𝐼(𝑡) will start to decrease. The number 𝑏/𝑎 is called a threshold. In our example, it was 16,667. This is not the value of 𝐼(𝑡) at the peak. Rather, it is the value of 𝑆(𝑡) when 𝐼(𝑡) hits its peak. In Figure 2.6, 𝐼(𝑡) hits its peak value of 10,870 when 𝑡 = 63.2, which is when 𝑆(𝑡) passes through 16, 667. If the threshold 𝑏/𝑎 is large and there aren’t many Potentials to begin with, our product will fizzle from the start. If 𝑏/𝑎 is small and 𝑆(0) is large, we will have a long period of growth before we saturate the market. As a marketer, our considerations for launching a product are the following.

Figure 2.6. Market penetration via the SIR model. Over time, the number of Potentials drops, the number of Rejecteds rises, and the number of Actives rises, reaches a peak, and then falls,

18

2. Predicting the Future: The SIR Model

(1) Make 𝑏 as small as possible. Equivalently, make the usage time 𝑇 = 1/𝑏 as big as possible. This has to do with the quality of our product. The more exciting our product is and the more we provide updates and other continuing benefits to the users, the lower the attrition coefficient will be. (2) Make 𝑎 as big as possible. Do everything possible to encourage word-of-mouth communication between Active and Potential users. (3) Pick a market where 𝑆(0) is as big as possible. Even the best products can fizzle if they’re directed at the wrong market. A lemonade stand will do a lot better in Texas in August than in Minnesota in February.

2.5. Epidemics The SIR model originally came from epidemiology, not from business, and was developed to model the spread of disease. In that setting 𝑆 stands for Susceptible, not Potential; 𝐼 stands for Infected, not Active; and 𝑅 usually stands for Recovered, not Rejected.3 Infected people turn into Recovered people (with immunity against reinfection) when the disease has run its course. If we’re talking about the flu, which lasts about one week, then the recovery coefficient 𝑏 is 1/(7 days) and 𝑅′ = 𝑏𝐼. The rate at which Susceptible people become Infected is proportional to the number of times that an Infected person sneezes on a Susceptible person, which is proportional to the product 𝑆(𝑡)𝐼(𝑡). That is, 𝑆 ′ (𝑡) = −𝑎𝑆(𝑡)𝐼(𝑡), where 𝑎 is still called the transmission coefficient. In other words, the equations for market penetration and for the spread of disease are exactly the same! To a mathematician, they’re the same problem. The difference is in interpreting the results and deciding what to do. With an epidemic we’re trying to keep people from becoming Infected, while in marketing we’re trying to get people to become Active. In particular, if we are trying to contain an outbreak of disease, then we want to the threshold 𝑏/𝑎 to be as big as possible, and we want the number 𝑆 of Susceptibles to be as small as possible. The main tools for doing this are the following. (1) Vaccination. This transforms Susceptibles (who might get sick) directly into Recovereds. These are people who aren’t sick, won’t get sick, and can’t spread the disease. If we can get the starting value of 𝑆 to be below the threshold, then we can prevent the epidemic from even starting. This is called herd immunity. People often think that it’s important to get a shot to protect themselves, and it is. But it’s even more important for them to get that shot to protect the rest of us! (2) Reduce the transmission coefficient 𝑎. Usually this is done through voluntary measures like encouraging sick people to stay home, wearing masks, keeping a safe distance from others, and avoiding handshakes. If a lot of people are sick, public health officials may need to take more drastic measures, such as closing schools, canceling large public events, quarantining infected individuals, or issuing shelter-in-place orders. 3 When dealing with fatal illnesses or with quarantines, 𝑅 sometimes stands for Removed. Either way, we’re talking about individuals who can no longer spread the disease.

2.6. Covid-19 and the SIR model

19

(3) It would also be good to increase 𝑏, which is the same as decreasing the time that people are sick and infectious. Unfortunately, this is difficult. For instance, antiviral drugs can sometimes reduce the length of the flu by a small amount, but only by a small amount. For a disease like Covid-19 that can be spread by people who don’t have symptoms, it takes extensive testing and quarantining to get infectious people out of circulation. Even if somebody hasn’t recovered, we can try to remove them from the general population until they stop being infectious. The bottom line is that our best defense against epidemics is vaccination, which usually has to be done in advance. Once an epidemic hits, the focus usually turns to improving sanitation and limiting person-to-person contact. Vaccines and face masks provide a lot more bang for the buck than anti-viral drugs.

2.6. Covid-19 and the SIR model In December 2019, a strange form of pneumonia started affecting residents of Wuhan, China. The virus causing this disease was quickly identified, and the disease was named COVID-19 for “COronaVIrus Disease 2019”.4 By April 2020 Covid-19 had spread around the world and had mutated into a more transmissible form, leading to drastic lockdowns to control the spread. Schools closed or went online, most people were told to stay home except for essential errands like buying food, and everybody was told to practice “social distancing”. Despite these measures, Covid-19 continued to spread, and by mid-2022 had killed at least 6 million people worldwide (with some estimates being twice that big) including over one million Americans. Everybody wanted to know what would happen next, which kept mathematical modelers (including the author) very busy. The details of their models could be complicated, but the main ideas were exactly the same as in the SIR model. In this section we’ll go over some of the ways that modelers adapted the SIR model to apply to a worldwide pandemic rather than a localized outbreak. Scaled models and the replication number 𝑅0 . One problem with the SIR model is that the parameters depend on the size of the city where the outbreak is happening. Typically, the larger the population, the smaller a fraction of the population that each person knows or meets and the smaller the transmission coefficient 𝑎 will be. However, the product of 𝑎 and the total population tends to be the same in different cities. For this reason, it’s useful to write a scaled version of the model. Let 𝑇 = 𝑆 + 𝐼 + 𝑅 be the total population. This number is of course constant, or at least approximately constant. We let 𝑠 = 𝑆/𝑇, 𝑖 = 𝐼/𝑇, and 𝑟 = 𝑅/𝑇 be the fractions of the population that are susceptible, infected, or recovered, respectively, so that 𝑠 + 𝑖 + 𝑟 = 1. Since 𝑠′ = 𝑆 ′ /𝑇, 𝑖′ = 𝐼 ′ /𝑇, and 𝑟′ = 𝑅′ /𝑇, we can write rate equations

4 After a while, people dropped the “19”, stopped capitalizing the whole word, and just wrote “Covid” or even “covid”.

20

2. Predicting the Future: The SIR Model

for these quantities.

(2.15)

𝑠′

= −𝑎𝑆𝐼/𝑇 =

𝑖

′

= (𝑎𝑆𝐼 − 𝑏𝐼)/𝑇 =

𝑟

′

= 𝑏𝐼/𝑇 =

−𝑎𝑇𝑠𝑖, 𝑎𝑇𝑠𝑖 − 𝑏𝑖, 𝑏𝑖.

Modelers usually use the Greek letters 𝛽 and 𝛾 in this scaled model, with (2.16)

𝛽 = 𝑎𝑇;

𝛾 = 𝑏.

This makes the scaled SIR equations: 𝑠′

=

′

=

𝛽𝑠𝑖 − 𝛾𝑖,

′

=

𝛾𝑖.

𝑖 (2.17)

𝑟

−𝛽𝑠𝑖,

Conditions do vary from place to place, with 𝛽 being larger in cities that are more crowded and where people are less careful, but 𝛽 varies much less than 𝑎 and 𝑇 vary separately. As a result, it’s sensible to talk about “the” values of 𝛽 and 𝛾 for each disease. In the early stages of an epidemic, when 𝑠 is close to 1, people are getting sick at rate 𝛽𝑠𝑖 ≈ 𝛽𝑖 and recovering at rate 𝛾𝑖. That is, there are 𝛽/𝛾 people getting sick for every person who recovers. This ratio is called the basic replication number, (2.18)

𝑅0 =

𝛽 , 𝛾

and it represents the average number of new people that each sick person infects. If 𝑅0 > 1, then the epidemic grows. If 𝑅0 < 1, then the epidemic fizzles out.5 For Covid, 𝑅0 was originally estimated to be between 2 or 3. However, the speed at which it spread through the USA and Europe suggests that 𝑅0 was actually higher. Later variants evolved to be even more infectious, with values of 𝑅0 around or even above 10. Controlling an epidemic then amounts to getting 𝑠 and 𝑅0 as low as possible. In the short term, public health measures, such as wearing masks, closing schools, and staying home as much as possible, can reduce 𝛽, and so can reduce 𝑅0 . Testing helps, too. Sick people don’t have to infect others. If they can be identified and quarantined (or removed) from the general population, they can be infected without being infectious. However, such efforts can’t last forever. Sooner or later people want to return to normal, they start behaving as they did prepandemic, and 𝑅0 goes back up. The only long-term solution is reducing the fraction 𝑠 of susceptibles to below 1/𝑅0 , either through vaccination (best case) or natural infection (worst case). The SEIR model. If Alice is sick and coughs on Bob, then Bob might get sick. If Bob then coughs on Carol, then Carol might get sick. However, if Bob coughs on Carol immediately after meeting Alice, then Carol is safe. It takes time for Alice’s viruses to grow in Bob’s body to the point that he can infect Carol. 5 It’s unfortunate that the basic replication number uses the same letter as the number of Recovered individuals. However, since we’re looking at 𝑟 rather than 𝑅 and mostly care about 𝑠 and 𝑖, this isn’t really a problem.

2.6. Covid-19 and the SIR model

21

To take this into account, modelers divide the population into four groups instead of three: • Susceptible people (𝑆, making a fraction 𝑠 = 𝑆/𝑇 of the population) are healthy but can become sick if they meet an infectious person. • Exposed people (𝐸, making a fraction 𝑒 = 𝐸/𝑇) are incubating the disease, but aren’t sick enough to infect anybody else yet. • Infectious people (𝐼, making a fraction 𝑖 = 𝐼/𝑇) are a danger to everybody they meet. • Removed people (𝑅, making a fraction 𝑟 = 𝑅/𝑇) have recovered, have been quarantined, or have died. In any case, they aren’t going to get sick again and they aren’t going to infect anybody else. Susceptible individuals become Exposed at a rate proportional to 𝑆𝐼, just as in the SIR model. Exposed individuals become Infectious, and Infectious individuals become Removed, through the passage of time. After rescaling to express everything in terms of fractions of the population, our rate equations become

(2.19)

𝑠′

=

−𝛽𝑠𝑖,

𝑒

′

=

𝛽𝑠𝑖 − 𝛼𝑒,

𝑖

′

=

𝛼𝑒 − 𝛾𝑖,

𝑟

′

=

𝛾𝑖.

The new parameter 𝛼 describes how long the incubation period is. On average, a person who gets infected is Exposed for time 1/𝛼 and then is Infectious for time 1/𝛾 before finally becoming Removed. SEIR models behave a lot like SIR models, except that the time delay causes epidemics to grow more slowly than in SIR. In particular, we still talk about 𝑅0 = 𝛽/𝛾, and the herd immunity threshold for starting to recover from the epidemic is still when 𝑠 = 1/𝑅0 . The SIRS model. Immunity doesn’t last forever. Over time, you lose the antibodies you had to a virus. Worse, germs can mutate into new forms that your old antibodies don’t recognize.6 Either way, being Removed isn’t really permanent. We take this into account by adding a new parameter 𝛿 to our model to indicate the rate at which Removed individuals rejoin the ranks of the Susceptibles.

(2.20)

𝑠′

= 𝛿𝑟 − 𝛽𝑠𝑖,

𝑖

′

= 𝛽𝑠𝑖 − 𝛾𝑖,

𝑟

′

= 𝛾𝑖 − 𝛿𝑟.

The average duration of a person’s immunity is 1/𝛿. This new model is called the SIRS model, for Susceptible-Infected-Removed-Susceptible. Similarly, we can turn the SEIR model into an SEIRS model. 6 That’s why you need a new flu shot each year. You may still be immune to last year’s flu strain but not to this year’s.

22

2. Predicting the Future: The SIR Model

Asymptomatic transmission and other compartments. One of the most dangerous things about Covid was its ability to be transmitted by people who didn’t even know that they were sick, either because they didn’t yet have symptoms (presymptomatic transmission) or because they never got symptoms (asymptomatic transmission). At the beginning of the pandemic, roughly a third of Covid cases were asymptomatic. This fraction increased over time as Covid evolved. While asymptomatic carriers tended to shed fewer viruses than symptomatic or presymptomatic carriers, they tended to go out a lot more. This made disease control very difficult. To take asymptomatic transmission into account, modelers divided the Infected category (or the Infectious category for the SEIR model) into two groups, 𝐼𝑠 and 𝐼𝑎 for “symptomatic” and “asymptomatic”. They had different rates, 𝛽𝑠 and 𝛽𝑎 , of infecting others and different recovery rates, 𝛾𝑠 and 𝛾𝑎 . (They might take the same time to actually recover from the disease, but symptomatic individuals get removed from circulation a lot faster than asymptomatic carriers.) The SIR version of the model would then look like

(2.21)

𝑠′

= −𝛽𝑠 𝑠𝑖𝑠 − 𝛽𝑎 𝑠𝑖𝑎 ,

𝑖𝑠′ 𝑖𝑎′ ′

= 𝜇(𝛽𝑠 𝑠𝑖𝑠 + 𝛽𝑎 𝑠𝑖𝑎 ) − 𝛾𝑠 𝑖𝑠 ,

𝑟

= (1 − 𝜇)(𝛽𝑠 𝑠𝑖𝑠 + 𝛽𝑎 𝑠𝑖𝑎 ) − 𝛾𝑎 𝑖𝑎 , = 𝛾𝑠 𝑖𝑠 + 𝛾𝑎 𝑖𝑎 ,

where 𝜇 is the fraction of cases that develop symptoms. You can also write down versions of the SEIR and SIRS models that take asymptomatic transmission into account. These models are more complicated than the basic SIR model, but they can be solved numerically in exactly the same way that we solved the SIR model. It’s too complicated to do by hand, but programming a computer to solve equations (2.21) really isn’t any harder than programming one to solve the basic model. In practice, most models that were used to understand the spread of Covid had many more compartments. Besides sorting people according to whether they were susceptible, exposed, infectious, or removed, there were compartments for being hospitalized, for being in intensive care, and for dying. People were sorted by age and sex, since Covid hit older people and men much harder than it hit younger people and women. To understand patterns of disease spread within a single city, people were also sorted by occupation, race, and zip code, since it turned out that all three factors had a lot to do with who got sick and who didn’t. Once vaccines were developed, there were separate compartments for people who were vaccinated or who had recovered from Covid. Some of the models were very complicated! However, they were still just souped-up versions of SIR, with more detail but the same underlying reasoning.

2.7. Chapter Summary The Main Ideas. • Close is good enough. Most of the time, we don’t need an exact answer. A good simple approximation is often more useful than a complicated formula.

2.8. Exercises

23

• Mathematical models help us to understand real-world problems. – Take what we know about our problem. – Throw out the unimportant details and keep the main features. – Express those features mathematically. – Use math to analyze the model. – Interpret the results. Turn numbers and equations into real-world conclusions. Without this last step, the rest is useless. • Track the changes. Many useful models involve rate equations that describe how fast something is changing in terms of its current state. Many of the same equations show up in different settings. The SIR equations model market penetration. The same equations also model the spread of disease. • Once you know how fast something is changing, you can use a linear approximation to predict its future or explore its past. This is accurate for a short time but can’t be trusted over long time intervals. • One step at a time. If you don’t trust a linear approximation to predict what will happen next year, just use it to predict what will happen tomorrow. Then use those results to predict what will happen the day after tomorrow, then the day after that, and so on. • What goes up has to stop before it comes down. You can learn a lot by studying the point when something stops moving; that is, when the rate of change equals 0. Expectations. You should be able to: • Model market penetration with a particular set of rate equations (the SIR model). • Explain how the parameters in the SIR model relate to properties of the product and market being studied. • Use the SIR equations, together with a linear approximation, to predict future usage rates. • Iterate this process to generate a table of values for several times. • Relate the sign of 𝐼 ′ to whether your product is gaining or losing market share, and relate the size of 𝐼 ′ to how fast this is happening. • Use the same tools to analyze the trajectory of an epidemic.

2.8. Exercises Rate of Change 2.1.

Suppose that the fees collected by a consulting firm in March and May are $1.2 million and $1.25 million, respectively. Let 𝐹(𝑡) be the fees collected 𝑡 months after March. (That is, March is 𝑡 = 0.) (a) What is the change in fees between March and May? Call your answer Δ𝐹. What are the units for Δ𝐹? (b) What is the change in time between these two observations? Call your answer Δ𝑡. What are the units for Δ𝑡?

24

2. Predicting the Future: The SIR Model

(c) At what rate did the monthly fees change from March to May? Call your answer 𝑚1 . What are the units for 𝑚1 ? (d) Assuming that fees are a linear function of time, how much can the business expect to collect in August? What value of Δ𝑡 are you using to find your answer? Use the notation and answers from parts (a), (b), and (c). (e) Again assuming a linear relationship, how much did the business collect in January of the same year? What value of Δ𝑡 are you using to find your answer? (f) Find a linear formula for 𝐹(𝑡). 2.2.

In Exercise 2.1 you developed a formula for the fees collected 𝑡 months after March. Suppose that you wish to update your model using additional data. You observe that model you developed in Exercise 2.1 worked well through August, but that the change in the fees collected between the months of August and September was $0.1 million. That is, the firm collected $0.1 million more in September than in August. (a) What is the monthly rate of change between August and September? Call your answer 𝑚2 . (b) How does 𝑚2 compare to the value of 𝑚1 you found in Exercise 2.1c? From a business perspective, is this an improvement? (c) Use 𝑚2 to find an updated linear formula for predicting the fees collected for October through December. (This is similar to the formula you found in Exercise 2.1f.) State the correct domain for this expression. (d) Use the information given in Exercise 2.1 and the result of Exercise 2.1c to write down a piecewise function that expresses the fees collected each month for the entire year (January through December), letting 𝑡 = 0 represent the month of March. (e) Use MATLAB to graph the piecewise function you found in part (d). Label your axes and give your graph an appropriate title. Use different colors for the two pieces of your function. (f) Explain why using the piecewise function to express monthly consulting fees billed for the entire year is better than simply using the linear function you found in Exercise 2.1f for the entire year.

2.3.

Explain the term “Rate Equation.” How is a rate equation different from the rate of change 𝑚 associated with a linear function?

2.4.

Suppose we have a rate equation 𝐹 ′ = ⋯ for a quantity 𝐹(𝑡). At a starting time 𝑡0 , we have 𝐹(𝑡0 ) = 𝐹0 , and the rate equation tells us that 𝐹 ′ (𝑡0 ) = 𝑅0 . (a) Explain, using proper notation, how we can approximate the change in 𝐹(𝑡) between times 𝑡 = 𝑡0 and 𝑡 = 𝑡0 + 𝑎 using a linear approximation. (b) Explain, using proper notation, how we can approximate 𝐹(𝑡0 + 𝑎). (c) If 𝐹(𝑡) is a linear function, would your answers in parts (a) and (b) still be approximations? Explain.

Interpreting SIR Models 2.5.

Give approximate answers to these questions about the following graph of SIR model behavior:

2.8. Exercises

25

(a) When does the number of Actives reach its peak? How many people are Active at that time? (b) Initially, how many Potentials are there? How many days does it take to cut the Potential population in half? (c) How many days does it take the Rejected population to reach 500,000? How many people have rejected the product by day 60? (d) On what day is the size of the Active population increasing most rapidly? When is it decreasing most rapidly? How can you tell? (e) How many people became Active at some time during the first 30 days? (Note that this is not the same as the number of Active people on day 30!) Explain how you found this information. 2.6.

Below are two graphs depicting the marketing of a product according to the usual SIR model. The initial values 𝑆(0), 𝐼(0), and 𝑅(0) and the transmission coefficient 𝑎 are the same for both graphs. However, the two graphs correspond to different attrition coefficients 𝑏.

(a) For each graph, indicate which curve is 𝑆, which is 𝐼, and which is 𝑅. (b) Which graph corresponds to the larger value of 𝑏? Explain.

26

2. Predicting the Future: The SIR Model

2.7.

Consider a marketing campaign with the simplified rate equation 𝐼 ′ = 35,000 persons per day. (This is not the usual SIR model!) Suppose that there are 2,100,000 Actives on December 15. (a) How many Actives will there be on Christmas Day (December 25)? (b) When will the Active population reach 3,000,000? (c) How many Actives were there on December 1? (d) When did the campaign start? (When were there no Actives?)

2.8.

A new product is launched in Smalltown and evolves according to the usual SIR equations 𝑆′

=

−𝑎𝑆𝐼,

𝐼

′

=

𝑎𝑆𝐼 − 𝑏𝐼,

𝑅

′

=

𝑏𝐼.

It appears that this product keeps customers active for 20 days, and that the initial populations of Potentials, Actives, and Rejecteds was 𝑆(0)

=

10,000,

𝐼(0)

=

100,

𝑅(0)

=

0.

One day later, it was observed that there were 20 new customers. (a) Use the given information to complete the model. That is, find the transmission and attrition coefficients 𝑎 and 𝑏. (b) Using Δ𝑡 = 2, estimate 𝑆(4), 𝐼(4), and 𝑅(4). (c) Find the threshold and explain its significance. (d) Suppose that upon becoming active, customers are given personal customer support and continual product updates that extend the time they stay active to an average of 30 days. What effect will this have on the threshold for 𝑆? Do you think the improvement in the threshold is likely to be worth the extra cost of the intervention? 2.9.

A company has released a new game app and has created a SIR model to predict the evolution of the market for this game. The SIR equations are 𝑆′

=

−.0000001𝑆𝐼,

𝐼

′

=

.0000001𝑆𝐼 − 𝐼/30,

𝑅

′

=

𝐼/30.

The initial values at 𝑡 = 0 are thought to be 𝑆(0) = 2,000,000,

𝐼(0) = 21,000,

𝑅(0) = 15,000.

(a) Using the initial rates, estimate 𝑆(1), 𝐼(1), and 𝑅(1). (b) Using the SIR equations, calculate the rates of change 𝑆 ′ (1), 𝐼 ′ (1), and 𝑅′ (1), and then use these values to estimate 𝑆(2), 𝐼(2), and 𝑅(2). (c) Using the values of 𝑆(2), 𝐼(2), and 𝑅(2) that you computed in part (b), calculate the rates of change 𝑆 ′ (2), 𝐼 ′ (2), and 𝑅′ (2). Then estimate 𝑆(3), 𝐼(3), and 𝑅(3).

2.8. Exercises

27

(d) Go back to the starting time 𝑡 = 0 and to the initial values 𝑆(0) = 2,000,000,

𝐼(0) = 21,000,

𝑅(0) = 15,000.

Recalculate the values of 𝑆(2), 𝐼(2), and 𝑅(2) by using a time step of Δ𝑡 = 2. This only requires a single round of calculations, using 𝑆 ′ (0), 𝐼 ′ (0), and 𝑅′ (0). How do your answers compare to those computed in part (b)? Which estimates do you think are most accurate, those in part (b) or those in part (d)? Why? A product bust is when a product never catches on, with the number of active users never rising above the initial number. This can happen if the transmission coefficient is too small or if the attrition coefficient is too large. 2.10.

In this exercise we consider variations of the situation in Exercise 2.8. (a) Suppose that the product only keeps customers active for an average of 4 days instead of 20. Will a product bust occur? (b) Suppose, in addition to the change in 𝑏, that 𝑎 = 0.00005. Now will a product bust occur? (c) In an SIR model where 𝑆(0) = 40,000 and 𝑏 = 1/14, how big does 𝑎 need to be to avoid a product bust? (d) In a product bust, are there any new customers? Explain.

2.11.

(a) Construct a SIR model for a product that keeps people’s interest for an average of 20 days, where an average potential customer meets about 0.01% of the active population each day, and where it takes eight contacts with an Active before a Potential becomes Active. (b) How many Potentials are needed to avoid a product bust?

2.12.

One way to create more interest in a product is to provide rewards for Actives who refer Potentials. By creating an incentive for Actives to reach out to Potentials, a reward program can increase the transmission coefficient. (a) Suppose, in the setting of Exercise 2.9, that a reward program is put into effect that doubles the chance that a Potential will become Active. What is the new transmission coefficient? (b) Compute the new threshold if the reward program in part (a) is put into effect, and compare it to the original threshold in Exercise 2.9. (c) Suppose that, for a different product, 𝑆(0) = 20,000, 𝑏 = 1/14, and 𝑎 = 0.000003. In order to be profitable, this product must have a threshold under 15,000. Will this product be profitable? (d) Suppose that, for the product in part (c), the company initiates a reward program, hoping to bring the threshold under 10,000. By what factor must the reward program alter the transmission coefficient to achieve this goal?

2.13.

Consider two products with the same transmission coefficient 𝑎 and the same initial conditions. They differ only in the average length of time that someone stays Active. Which product has the higher threshold level: the one with the higher average usage time or the lower average usage time? Explain.

2.14.

Product Trolls. Imagine the evolution of a product in a population with the following categories of people: Potential users (𝑆), Active users (𝐼), Rejected

28

2. Predicting the Future: The SIR Model

users (𝑅), and Product Trolls (𝑇). Product Trolls are individuals who continually give negative feedback about the product. Assume the following. • Trolls never become Actives. • Once a user becomes Rejected, that user never becomes Potential again. • Potentials become Active through contact with Actives, as in the SIR model. The rate of transmission is 𝛼. • Actives become Rejected through contact with a Troll (instead of with the passage of time). The rate of contact of the average Active with the average Troll is 𝛽. • Potentials and Rejecteds can become Trolls through the passage of time. This happens with rate constants 𝛾 for Potentials and 𝛿 for Rejecteds. • The system is closed. Changes in population only happen when a person moves from one class to another. This also means that the total population 𝑁 = 𝑆 + 𝐼 + 𝑅 + 𝑇 is constant. (a) Draw a diagram describing the interactions between these different classes of people. (b) Write down a system of rate equations that describes these interactions. 2.15.

Herd Immunity. Suppose there is a measles outbreak in a small community of 40,000 people, almost all of them Susceptible, with 𝑏 = 1/(14 days) and 𝑎 = 0.000003. (a) What is the threshold in this problem? How many people will get sick before the epidemic reaches its peak? (b) Now suppose that 10,000 people (out of 40,000 total) are immune to measles, either because they already had the disease or because they were vaccinated. How many will get sick before the epidemic reaches its peak? (c) If enough people are immunized, the epidemic will fizzle from the start, just like a product bust. How many people would have to be immunized for that to happen? (d) When enough people are immunized to keep outbreaks from spreading, the population is said to have herd immunity. Explain how the number of vaccinations needed for herd immunity is related to the threshold 𝑏/𝑎. (e) If you were a public health official, what would you say to somebody who doesn’t want to get vaccinated and who insists that their (not) getting vaccinated is none of your business?

2.16.

Replication Number. In an epidemic, the ratio of how many people get sick to how many recover is 𝑎𝑆𝐼/(𝑏𝐼) = 𝑎𝑆/𝑏. At the beginning of an epidemic, when 𝑆 is almost the entire population, this is the same as the basic replication number 𝑅0 = 𝛽/𝛾 that we saw in our scaled SIR model. If 𝑅0 > 1, then the epidemic will grow, at least at first. If 𝑅0 < 1, it will fizzle out. (a) Suppose that the total population is 40,000. If 𝑅0 = 1.2, what is the threshold? How many people will get sick before the epidemic reaches its peak? What if 𝑅0 = 10? In general, how are 𝑅0 (the total population) and the threshold related? (b) In a town with total population 𝑇 and a disease with basic replication number 𝑅0 , how many people would need to become immune to achieve herd immunity?

2.8. Exercises

29

Food for thought: The number of people needed to reach herd immunity is the same as the number of people who have to get sick before the epidemic reaches its peak. However, a substantial number of people can still get sick after the peak. For instance, suppose that 𝑅0 = 2. The peak will be reached when half the population has gotten sick, but nearly 30% of the population will get sick later. Only about 20% will avoid the disease altogether. This is one reason why it is much better to immunize people before an epidemic than to wait for herd immunity during an epidemic. 2.17.

Consider a product evolution that progresses according to the usual SIR model, except that Rejecteds become Potentials again after an average of 𝑐 days. (“I haven’t played that game in a while. Maybe I should play it again.”) After that, they can become Active, just like the other Potentials. Modify the usual SIR equations to take this new feature into account. Your equations should involve three unspecified parameters: 𝑎, 𝑏, and 𝑐.

Exponential Growth. In many cases, the rate of change of a quantity is proportional to the quantity itself. We will see many different examples of that in Chapter 6, but the two simplest are money earning interest and population growth. We will examine these in Exercises 2.18–2.20. If a bank account containing $10,000 earns $150/year in interest, then an account at the same bank containing $20,000 should earn $300/year in interest. Either way, the interest is 1.5%/year of the bank balance. If a city of 100,000 is growing at a rate of 3000 people per year, then we would expect a similar city of 200,000 (or even the same city a few years later) to grow by 6000 people per year. That is, if 𝑃(𝑡) is the population at time 𝑡, then the net growth rate 𝑃 ′ is proportional to 𝑃: 𝑃 ′ = 𝑘𝑃, where 𝑘 is a constant. In this example, 𝑘 = .03/year, or 3%/year. 2.18.

In the equation 𝑃′ = 𝑘𝑃 for the population of a city, the number 𝑘 is called the per capita growth rate, with the Latin phrase “per capita” literally meaning “per head”. Explain why the units for 𝑘 are 1/year.

2.19.

In 2020, the population of Australia was 25 million and was growing at 1.36%/year, while the population of the United States was 330 million and was growing at 0.71%/year. Assume that both countries’ populations keep growing at these per capita rates. (a) Let 𝐴(𝑡) and 𝑈(𝑡) be the populations of Australia and the United States, respectively. Write down the rate equations that govern the growth of these functions. (b) What were the net growth rates 𝐴′ (2020) and 𝑈 ′ (2020) in 2020? (c) In general, does a country with a higher per capita growth rate necessarily have a higher net growth rate? (d) On average, how many seconds did it take for the population of Australia to increase by 1 in 2020? For the population of the United States? (A year is about 31.6 million seconds.)

30

2. Predicting the Future: The SIR Model

Food for Thought: At those per capita growth rates, the populations of Australia and the United States would become equal in 2417, at which time each country would have about 4.3 billion people. Exponential growth is great when it comes to money, but it can be scary in other cases. 2.20.

A bank account is earning interest at a constant percentage rate. When the account had $3200, it was growing at a rate of $79/year. (a) Write an equation that links the net growth rate (meaning 𝑃′ , not the interest rate) to the bank balance. (b) At a later time, the bank balance is growing at $100/year. What is the balance at that time?

Scaling the Time Variable. In a rate equation, the quantity 𝑌 ′ has units, namely whatever units we use for 𝑌 divided by whatever units we use for time. If 𝑌 is people and 𝑡 is measured in days, then 𝑌 ′ is measured in people/day. In Section 2.6, we generated a scaled model, where 𝑆, 𝐼, and 𝑅 were replaced with dimensionless quantities 𝑠, 𝑖, and 𝑟 that are proportional to 𝑆, 𝐼, and 𝑅. In Exercises 2.21–2.23, we will see what happens when we similarly replace the time 𝑡 with a dimensionless variable. 2.21.

Suppose that 𝑖′ = 0.014/week. That is, 𝑖 is increasing at a rate of 0.014 per week. (a) How fast is 𝑖 increasing per day? How fast is 𝑖 increasing per year? Which is bigger, the growth per year or the growth per day? (b) Let 𝑡 𝑑 , 𝑡𝑤 , and 𝑡𝑦 be the number of days, weeks, and years since a fixed starting time. How are the variables related? Which is bigger, 𝑡 𝑑 or 𝑡𝑦 ?

To make a model dimensionless, we pick a fixed unit of time 𝑇. 𝑇 might be a second, an hour, a day, a year, or 3723.849 years. We then measure time in units of 𝑇. That is, we define a new dimensionless variable 𝜏 = 𝑡/𝑇 that counts how many 𝑇’s have elapsed since 𝑡 = 0. If 𝑇 is small, then 𝜏 will be big, while if 𝑇 is big, then 𝜏 is small. A very large number of nanoseconds equals a very small number of centuries. For variables 𝑌 and 𝑃 that change in time, we let 𝑌 ̇ and 𝑃 ̇ denote the changes in 𝑌 and 𝑃 per change in 𝜏. 2.22.

How is 𝑌 ̇ related to 𝑌 ′ ? (Hint: If 𝑌 ′ is constant, how much will 𝑌 change by the time that 𝜏 = 1?)

2.23.

Suppose that 𝑃 ′ = 𝑟𝑃. Let 𝑇 = 𝑟−1 . (a) Compute 𝑃 ̇ in terms of 𝑃. (b) Compute 𝑇 when 𝑟 = 1%/year, when 𝑟 = 3%/month, and when 𝑟 = 0.06/minute.

Food for Thought: You should discover that the trajectory of 𝑃′ = 𝑟𝑃 looks essentially the same for all of these values of 𝑟, only we trace out that trajectory at different speeds. If we can understand the solution to 𝑃 ′ = 𝑟𝑃 for one value of the parameter 𝑟 (say, for 𝑟 = 1), then we can understand the solution to 𝑃 ′ = 𝑟𝑃 for all values of 𝑟. 2.24.

Consider the scaled SIR equations (2.17). Let 𝑇 = 𝛾−1 . Write down a system of equations for 𝑠,̇ 𝑖,̇ and 𝑟.̇

Food for Thought: The resulting equations still have one dimensionless parameter, namely the basic replication number 𝑅0 . The details of a product launch or epidemic depend on a lot of different parameters and initial conditions, but the general shape of the curve only depends on 𝑅0 .

Chapter 3

Close is Good Enough!

In Chapter 2, we used a lot of approximations to understand product adoption. First, we made approximations in building the SIR model, pretending that all Potentials are the same, all Actives are the same, and all Rejecteds are the same. Then, when we couldn’t find a formula for the solution, we used linear approximations and baby steps to get (approximate) numerical solutions. And that was good enough. In this chapter we’re going to flesh out the ideas of linear approximation that we began in Chapter 2. Before we can do that, we need to remember how linear functions behave. Before we can do that, we need to understand how functions behave in general. And before we can do that, we need to get comfortable with the whole idea of making approximations. So let’s get started!

3.1. The Idea of Approximation Back in algebra class, you learned how to solve cut-and-dried problems such as Find all solutions to 𝑥2 − 3𝑥 + 2 = 0. There are several ways to do this. We begin by defining 𝑓(𝑥) = 𝑥2 − 3𝑥 + 2. (1) We can factor 𝑓(𝑥) as (𝑥 − 1)(𝑥 − 2). If (𝑥 − 1)(𝑥 − 2) = 0, then either 𝑥 − 1 = 0 or 𝑥 − 2 = 0, so our solutions are 𝑥 = 1 and 𝑥 = 2. (2) We can apply the quadratic formula.

(3.1)

𝑥=

3 ± √(−3)2 − 4(1)(2) −𝑏 ± √𝑏2 − 4𝑎𝑐 3±1 = = = 1 or 2. 2𝑎 2 2

31

32

3. Close is Good Enough!

(3) We can plot a few points to get a feel for how 𝑓 behaves. 𝑥

𝑓(𝑥)

0

2

1

0

2

0

3

2

Since 𝑓(1) = 𝑓(2) = 0, 𝑥 = 1 and 𝑥 = 2 are solutions. A quadratic function can only have two roots, so there are no other solutions, and we’re done. All of these strategies worked because the problem was very simple. Unfortunately, the real world rarely gives us such simple problems. It gives us complicated problems with messy numbers that we have to make sense of anyway. Most of the time, there isn’t a method like factoring that gives us the answers. There isn’t a formula that gives us the answers. The answers are messy, so there’s almost no hope of just guessing them. For instance, let’s tackle the problem Find all solutions to 𝑥5 + 𝑥 − 31 = 0. We can’t factor the polynomial. There is no formula for the roots of a fifth-order polynomial. There aren’t any simple roots. So what can we do? The answer is that we can still plot a few points. As before, we define 𝑓(𝑥) = 𝑥5 + 𝑥 − 31, and we get a table of values: 𝑥

𝑓(𝑥)

0

−31

1

−29

2

2

3

215

Since 𝑓(1) is negative and 𝑓(2) is positive, there must be a root between 1 and 2. What’s more, 𝑓(2) is a lot closer to 0 than 𝑓(1) is, so that root is likely to be close to 2. So let’s try 1.9. We compute 𝑓(1.9) = 1.95 + 1.9 − 31 = −4.33901 and add it to our table. 𝑥

𝑓(𝑥)

0

−31

1

−29

1.9

−4.33901

2

2

3

215

3.1. The Idea of Approximation

33

Now we know that our root is somewhere between 1.9 and 2, and probably closer to 2 than 1.9 (Why?) So we try 1.96 and 1.97 and get 𝑥

𝑓(𝑥)

0

−31

1

−29

1.9

−4.33901

1.96

−0.11453

1.97

0.64093

2

2

3

215

Now we know that our root is somewhere between 1.96 and 1.97, and probably a lot closer to 1.96 than 1.97. Graphing our results helps us to visualize what is going on. By plotting points between 𝑥 = 0 and 𝑥 = 2, as in the left-hand graph in Figure 3.1, we see that our root is between 1.8 and 2, and looks to be between 1.9 and 2. By plotting points between 1.9 and 2, as in the right-hand graph in Figure 3.1, we see that our root is between 1.96 and 1.97. Some would say that we still haven’t solved the problem, because we still don’t know what the answer is exactly. But we’ve actually found the answer to two decimal places. It’s 1.96! By plugging in a few more numbers, we can figure out that the answer is between 1.961 and 1.962, in other words that to three decimal places it’s 1.961. Then that to four decimal places it’s 1.9615. Then that to five decimal places it’s 1.96153. No matter how much accuracy we need, this simple method can get it for us.

Figure 3.1. The graph of 𝑓(𝑥) on two different scales

Lessons from this example • We didn’t use any fancy mathematical tools. Having good tools is useful, of course, and we’re going to develop some great tools in the rest of the book, but most math can be done with the tools you learned in middle school.

34

3. Close is Good Enough!

• We didn’t do anything especially clever or elegant. Cleverness and elegance are overrated! In time we’ll learn some clever methods that give us more accuracy with less effort, but you don’t need to be clever to do good math. • Having the right mindset is important. Close is good enough! If you can’t find an exact answer, find a way to get an approximate answer. Then find a way to improve that answer, and improve it again, until you have as much accuracy as you need. • The most important thing is perseverance. In this problem, there was no way to find the answer in one step, or even in several steps, but we didn’t let that stop us. Instead, we solved the problem to several decimal places, one step at a time. • Computers aren’t clever, and the mathematical tools they have aren’t fancy. However, they have incredible perseverance, and will do millions of calculations for us every second. We just have to understand the procedure well enough to ask them to do it. That is, we have to write a program. We’ll have a lot to say about using computers to solve rate equations later in this chapter. The same lessons apply to almost everything in calculus. We almost never can get an answer directly, so we almost always look for an approximate solution. Then we look for ways to improve that approximation and home in on the true solution. More accuracy usually means more work, but with enough perseverance we can obtain as much accuracy as we need. If we’re too lazy to do all that work ourselves (and who isn’t?), we can ask computers to do it for us, but only after we’ve understood the procedure well enough to explain it to them.

3.2. Functions A function is a rule that assigns one and only one output to every possible input, as shown in Figure 3.2.

1, 2, 3, x

f f (1), f (2), f (3), f (x) Figure 3.2. A function viewed as a machine for turning inputs into outputs.

3.2. Functions

35

The inputs can be, well, anything, and so can the outputs. For instance, the function 𝑆𝐶 has states as inputs and cities as outputs, and thus 𝑆𝐶(Alabama)

=

Montgomery

𝑆𝐶(Alaska)

=

Juneau

𝑆𝐶(Arizona)

=

Phoenix

⋮ (3.2)

𝑆𝐶(Wyoming)

⋮ =

Cheyenne

You may have already guessed that 𝑆𝐶(New York) = Albany, that 𝑆𝐶(Texas) = Austin, and that 𝑆𝐶 stands for “state capital”. Most of the time, however, our inputs and outputs will be ordinary numbers. (Occasionally the inputs and outputs will be pairs or triples of numbers.) Such a numerical function can be described in four ways: (1) As a procedure for computing the output in terms of the input. For instance, there is a function 𝑆𝑄 where the output is what you get when you multiply the input by itself. There is also a function 𝐷𝐽 whose input is a date and whose output is the closing value of the Dow Jones Industrial Average on that date. Computing 𝐷𝐽 for a date in the past is easy: just look up the records of the New York Stock Exchange. Computing 𝐷𝐽 for a future date is a lot harder and involves waiting for that date! (2) As a formula. We give the input a name (usually 𝑥 or 𝑡), and we try to find a formula for the output. In the case of 𝑆𝑄, 𝑆𝑄(𝑥) (3.3)

=

What you get when you multiply 𝑥 by itself

=

𝑥2 .

Of course, we could just as well have called the input variable something else and 2 written 𝑆𝑄(𝑦) = 𝑦2 or 𝑆𝑄(𝑡) = 𝑡2 or 𝑆𝑄(George) = George . (We don’t usually use human names for variables, but there’s no reason why we couldn’t.) It’s all the same function that takes the input and squares it. Warning! Not every function has a formula. There simply isn’t any formula for 𝐷𝐽(𝑡), neither for the past nor the future. Even when looking at the past, the fluctuations of the stock market are too complicated to be described by mathematical formulas. (3) As a table. We just make a list of inputs and outputs, as with 𝑆𝐶, and write something like 𝑥

−3

−2

−1

0

1

2

3

𝑆𝑄(𝑥)

9

4

1

0

1

4

9

In this case, the table doesn’t describe the function completely, since it doesn’t tell us what 𝑆𝑄(7) or 𝑆𝑄(𝜋) or 𝑆𝑄(−24) are. There are infinitely many possible inputs, and we can only fit a finite number of rows in the table! We have to use our imagination to figure out what 𝑆𝑄(𝑥) is when 𝑥 isn’t on the list.

36

3. Close is Good Enough!

In many real-world applications, however, we don’t know the formula for the function, but we have measured data. For instance, the function might give the annual profit of a certain business as a function of what year it is, or the high temperature in a certain city as a function of the date. Or we could be talking about 𝐷𝐽(𝑡). In those cases, the table is the function. (4) As a graph. The graph of a function is the set of all ordered pairs (𝑥, 𝑦), where 𝑥 is an input and 𝑦 is the corresponding output. This gives a curve in the plane that passes the vertical line test, which says that a vertical line can only hit the curve once. It contains a lot more information than a table, since it shows what happens for every possible input 𝑥, at least within the interval that we are graphing. For instance, Figure 3.3 shows what 𝑆𝑄 does when the input 𝑥 is between −5 and 5. If we want to know what 𝑆𝑄(3.728) is, we just have to look closely to see where the vertical line 𝑥 = 3.728 hits the graph.

Figure 3.3. The graph of 𝑆𝑄

If we have two ordinary functions—let’s call them 𝑓 and 𝑔—that take numbers as inputs and outputs, then we can combine them by feeding the output of one function to the other function. We use the symbol 𝑓 ∘ 𝑔 to mean the function “apply 𝑔 to the input, and then apply 𝑓 to that”. In other words, (3.4)

(𝑓 ∘ 𝑔)(𝑥) = 𝑓(𝑔(𝑥)).

Be careful with the order. We read from right to left, applying first 𝑔 and then 𝑓. Likewise, if we had a function 𝑓 ∘ 𝑔 ∘ ℎ, then we would first apply ℎ, then 𝑔, then 𝑓.

3.3. Linear Functions and Their Graphs

1, 2, 3, x

37

1, 2, 3, x

g

plus 7

8, 9, 10, x + 7

times 2

f

times 2

2, 4, 6, 2x

f

plus 7

16, 18, 20, 2x + 14

g

9, 11, 13, 2x + 7

g f

f g

Figure 3.4. The functions 𝑓 ∘ 𝑔 and 𝑔 ∘ 𝑓 for 𝑓(𝑥) = 2𝑥 and 𝑔(𝑥) = 𝑥 + 7

The order matters, as you can see in Figure 3.4. If 𝑓 is the “multiply by 2” function, described by the formula 𝑓(𝑥) = 2𝑥, and if 𝑔 is the “add 7” function, described by the formula 𝑔(𝑥) = 𝑥 + 7, then (3.5)

𝑓 ∘ 𝑔(𝑥)

= 𝑓(𝑥 + 7)

𝑔 ∘ 𝑓(𝑥)

= 𝑔(2𝑥)

= 2(𝑥 + 7) = 2𝑥 + 14, = 2𝑥 + 7.

Those are different functions!

3.3. Linear Functions and Their Graphs If 𝑓 is a function and 𝑥1 and 𝑥2 are two possible inputs, we are often interested in how fast the output changes as the input goes from 𝑥1 to 𝑥2 . Let 𝑦1 = 𝑓(𝑥1 ), and let 𝑦2 = 𝑓(𝑥2 ), so (𝑥1 , 𝑦1 ) and (𝑥2 , 𝑦2 ) are two points on the curve 𝑦 = 𝑓(𝑥). We use the Greek letter Δ to indicate the change in a quantity, so (3.6)

Δ𝑦

= 𝑦2 − 𝑦1

= Change in 𝑦,

Δ𝑥

= 𝑥 2 − 𝑥1

= Change in 𝑥.

We often call Δ𝑦 the rise and Δ𝑥 the run, even though these quantities may in fact be negative.

38

3. Close is Good Enough!

y=x

y 30 25 20

AROC = 8

15 10

9

5 1

y = 16

x=2 AROC = 4 x=2

y=8 x

Figure 3.5. The rate of change of a typical function is not constant.

The ratio Δ𝑦/Δ𝑥 measures how fast our function is changing. We call it the average rate of change, or AROC, of the function between 𝑥1 and 𝑥2 . For instance, in Figure 3.5 the AROC between 1 and 3 is (3.7)

Δ𝑦 9−1 = = 4, Δ𝑥 3−1

while the AROC between 3 and 5 is (3.8)

Δ𝑦 25 − 9 = = 8. Δ𝑥 3−1

The function is increasing faster between 3 and 5 than between 1 and 3. A linear function is a function whose rate of change is constant, as in Figure 3.6. That is, there is a number 𝑚 such that, for any two points, Δ𝑦/Δ𝑥 = 𝑚. For instance, if 𝑦 = 𝑓(𝑥) = 4𝑥, then 𝑦 always changes four times as much as 𝑥 changes. The same is true if 𝑦 = 𝑓(𝑥) = 4𝑥 + 5. The number 𝑚 goes by many names: it is the slope of the line 𝑦 = 𝑓(𝑥) or the rate of change or the multiplier of the function 𝑓.

3.3. Linear Functions and Their Graphs

y 30

39

y = 4x + 5

25

m=4 20 17 15 13 10

9

y=8

x=2 m=4

y=4

x=1

5

x Figure 3.6. The rate of change of a linear function is constant.

Most questions about linear functions have two parts. First, we want to figure out the multiplier from data. Second, we want to use that multiplier to find the equation of the line. For instance, suppose that we are driving along a highway at constant speed. At 1:00 pm, we reach mile marker 132. At 3:00 pm we reach mile marker 262. How fast are we going? Where will we be at 4:00 pm? Where will we be at time 𝑡? If our destination is at mile marker 457, when will we get there? Our input variable is the time 𝑡, measured in hours, and 𝑓(𝑡) is our position at time 𝑡, measured in miles. We are told that 𝑓(1) = 132 and 𝑓(3) = 262, so our rate of change is Δ𝑦 262 mi − 132 mi 130 mi (3.9) 𝑚= = = = 65 miles/hour. Δ𝑡 3 hr − 1 hr 2 hr To figure out where we’ll be at 4:00, we compare 4:00 to 1:00. We have Δ𝑡 = 4−1 = 3 (hours), so Δ𝑦 = 65(3) = 195 (miles). That is, at 65 miles/hour we will drive 195 miles between 1:00 and 4:00, putting us at mile marker 132+195=327. At time 𝑡 we will have gone 65(𝑡 − 1) miles since 1:00, so we will be at mile marker 132 + 65(𝑡 − 1). That’s the equation of our position function, (3.10)

𝑓(𝑡) = 132 + 65(𝑡 − 1),

40

3. Close is Good Enough!

where 𝑓(𝑡) is measured in miles and 𝑡 is measured in hours. If we prefer, we can do a little algebra to rewrite 𝑓(𝑡) as 65𝑡+67 or as 262+65(𝑡−3). The formulas look different, but the function is the same. So far we have been using 𝑚 to convert known values of Δ𝑡 into values of Δ𝑦. We can also do the reverse: Δ𝑦 (3.11) Δ𝑦 = 𝑚Δ𝑡, so Δ𝑡 = . 𝑚 When we reach our destination, we will have gone (3.12)

Δ𝑦 = (457 − 132) miles = 325 miles.

That takes us Δ𝑦 325 miles = = 5 hours, 𝑚 65 miles/hour so we’ll reach our destination at 1:00 pm + 5 hours = 6:00 pm. (3.13)

Δ𝑡 =

Let’s summarize what we’ve learned, and apply it to an arbitrary linear function 𝑓(𝑥). • Two points determine the slope of a line. If 𝑓(𝑥1 ) = 𝑦1 and 𝑓(𝑥2 ) = 𝑦2 , then 𝑦 − 𝑦1 rise = . (3.14) 𝑚= 2 𝑥2 − 𝑥1 run • A point and a slope give you the equation of a line. If our point is (𝑥1 , 𝑦1 ) and the slope is 𝑚, and if (𝑥, 𝑦) is any other point, then (3.15)

𝑦 − 𝑦1 = Δ𝑦 = 𝑚Δ𝑥 = 𝑚(𝑥 − 𝑥1 )

so (3.16)

𝑦 = 𝑦1 + 𝑚(𝑥 − 𝑥1 ).

This is called the point-slope form of the equation of the line. See Figure 3.7.

y y = y + m(x – x )

m

(x y )

y x

y1

(x y)

x1

y=y–y

x=x–x x

Figure 3.7. The point-slope form of the equation of a line

3.4. Linear Approximations and Microscopes

41

• Some people prefer to use a little algebra to rewrite the equation in slope-intercept form, as (3.17)

𝑦 = 𝑚𝑥 + 𝑏,

where 𝑏 = 𝑦1 − 𝑚𝑥1 is the value of 𝑦 when 𝑥 = 0, also known as the 𝑦-intercept. In other words, slope-intercept form is what you get when you write point-slope form with 𝑥1 = 0. Most algebra classes stress slope-intercept form, but you should get used to using point-slope form, which is much more useful for calculus. • The multiplier 𝑚 is a conversion factor for getting Δ𝑦 from Δ𝑥, but it’s also a conversion factor for getting Δ𝑥 from Δ𝑦. (3.18)

Δ𝑦 = 𝑚Δ𝑥,

Δ𝑥 =

Δ𝑦 . 𝑚

To figure out when a linear function reaches a certain value 𝑦, first compute Δ𝑦 = 𝑦 − 𝑦1 , then Δ𝑥 = Δ𝑦/𝑚, and finally 𝑥 = 𝑥1 + Δ𝑥.

3.4. Linear Approximations and Microscopes Linear functions are perfect for describing quantities that change at a constant rate. They are also great for approximating functions that change at a nearly constant rate. If a curve doesn’t curve much, then a line through any two points will do a good job of approximating the entire curve. This allows us to extrapolate and interpolate data. For instance, consider the graph shown in Figure 3.8. As you can see, it is pretty close to a straight line. If I tell you that 𝑓(1) = 1 and 𝑓(1.01) = 1.0201, you can figure

Figure 3.8. Zoomed in, most graphs look linear.

42

3. Close is Good Enough!

Figure 3.9. Linear approximations work well over short distances.

out the slope of that line. 𝑓(1.01) − 𝑓(1) .0201 = = 2.01. 1.01 − 1 .01 Once you have the slope, you can write down the equation of the line in point-slope form: (3.19)

(3.20)

𝑚=

𝑦 = 1 + 2.01(𝑥 − 1).

Once you have the equation of the line, you can use it to approximate any point along the curve: (3.21)

𝑓(𝑥) ≈ 1 + 2.01(𝑥 − 1),

as shown in Figure 3.9. For example, 𝑓(1.005) ≈ 1+2.01(0.005) = 1.01005. Since 1.005 is halfway from 1 to 1.01, we approximate 𝑓(1.005) as the value halfway from 𝑓(1) to 𝑓(1.01). Using known values of a function at two points 𝑥1 and 𝑥2 to estimate 𝑓(𝑥) for 𝑥 between 𝑥1 and 𝑥2 is called interpolation. We can use the same reasoning to estimate 𝑓(𝑥) when 𝑥 < 𝑥1 or when 𝑥 > 𝑥2 . For instance, 𝑓(1.03) ≈ 1 + 2.01(.03) = 1.0603 while 𝑓(0.98) ≈ 1 + 2.01(−.02) = 0.9598. Extending our line past 𝑥1 and past 𝑥2 is called extrapolation. Notice the advantage of using point-slope form instead of slope-intercept form. In point-slope form, the numbers 𝑥−1 are small and easy to multiply by 2.01, and you can see what is going on. The equation 𝑦 = 2.01𝑥 − 1.01 describes the same line in slopeintercept form, but it requires you to multiply 2.01 by 1.005 or 1.03 or 0.98, which is more complicated and much more likely to lead to arithmetic errors. Linear approximations are not exact, of course. In this example, the function was our old friend 𝑓(𝑥) = 𝑥2 . The exact value of 𝑓(1.005) was 1.010025, not 1.01005, the

3.5. Euler’s Method and Compound Interest

43

Figure 3.10. Over longer distances, linear approximations aren’t nearly as good.

exact value of 𝑓(1.03) was 1.0609 rather than 1.0603, and the exact value of 𝑓(0.98) was 0.9604 instead of 9.9598. Not exact, but very, very close. So did we just get lucky by studying a function whose graph didn’t curve much? Not at all! As you can see in Figure 3.10, the graph of 𝑦 = 𝑥2 curves quite a bit, and is much steeper at 𝑥 = 3 than at 𝑥 = 1. The curve hugs the line near 𝑥 = 1, but eventually veers away. As a result, the linear approximation 𝑓(3) ≈ 1 + 2(2.01) = 5.02 doesn’t come anywhere close to the true value of 𝑓(3) = 9. However, 𝑦 = 𝑥2 doesn’t curve much between 𝑥 = 0.9 and 𝑥 = 1.1. Most curves have the same property: if we zoom in on them enough, they begin to look straight. Linear approximations can be used for all sorts of functions, but we should only use them over short distances.

3.5. Euler’s Method and Compound Interest In the 1700s, the mathematician Leonhard Euler (pronounced “Oiler”) invented a method for solving rate equations. We already used his method on the SIR equations in Chapter 2. Next we’re going to apply Euler’s method to a financial example, and then we’ll develop the method in general. Suppose that we invest $1000 in a fund that pays 6% interest per year. How much money will we have after 𝑡 years? Our contract with the bank says that our investment is supposed to grow at a rate that is 6% of whatever is there. In other words, our rate equation is (3.22)

𝑦′ = 0.06𝑦.

44

3. Close is Good Enough!

Figure 3.11. The actual solution to 𝑦′ = 0.06𝑦 and the linear approximation.

Since we started with $1000, our initial condition is 𝑦(0) = 1000. Putting these together, we have 𝑦′ (0) = 0.06(1000) = 60 dollars/year. The equation of the line through (0, 1000) with slope 60 is (3.23)

𝑦(𝑡) = 1000 + 60𝑡.

This equation says that the bank gives us $60/year forever, which is what would happen if the account earned simple interest. According to this linear approximation shown by the dashed line in Figure 3.11, we should have $1060 after one year, $1120 after 2 years, $1600 after 10 years, and $2800 after 30 years. But that’s not how investments actually work. In the second year, we will have more than $1000 in our fund, since we will have the $1000 that we started with, plus the interest we earned in the first year. That means that we should earn more than $60 in interest in the second year. We should earn even more the third year, and so on. This is called compound interest. To take that into account, we can update our estimate of 𝑦′ every year. That is, we can: (1) Use 𝑦(0) = 1000 and the rate equation 𝑦′ = 0.06𝑦 to compute 𝑦′ (0) = 60. (2) Use the linear approximation 𝑦(𝑡) ≈ 𝑦(0) + 𝑦′ (0)𝑡 to approximate 𝑦(1), getting 𝑦(1) ≈ $1060. (3) Use 𝑦(1) ≈ 1060 and the rate equation to estimate 𝑦′ (1) ≈ 63.6. (4) Use the linear approximation 𝑦(𝑡) ≈ 𝑦(1) + 𝑦′ (1)(𝑡 − 1) to approximate 𝑦(2) ≈ 1123.6. (5) Repeat the process, one year at a time, for as many years as we hold the investment.

3.5. Euler’s Method and Compound Interest

45

Applying this for 5 years generates the data shown in Table 3.1. The time step is Δ𝑡 = 1 year. The first column is the time, and the second column is our bank balance. The third is the rate at which we are earning interest, which is 0.06 times the second column. The fourth is how much interest we earn in one time step (which looks like the third column because Δ𝑡 = 1, but if we were working 2 years at a time, this column would be twice the third column.) The fifth is our balance at the end of the year, which also gives us our starting balance the next year. Table 3.1. Computing our balance after 5 years of annual compounding

𝑡

𝑦

𝑦′

𝑦′ Δ𝑡

𝑦 + 𝑦′ Δ𝑡

0

1000.0

60.0

60.0

1060.0

1

1060.0

63.6

63.6

1123.6

2

1123.6

67.4

67.4

1191.0

3

1191.0

71.5

71.5

1262.5

4

1262.5

75.7

75.7

1338.2

5

1338.2

In fact, this is how banks used to compute interest, with updates done yearly. This interest is said to be compounded annually or compounded yearly. If instead we calculated interest every six months, our interest would be compounded semiannually. As you can see from Table 3.2, semi-annual compounding is better than annual compounding, but the difference is fairly small. Monthly compounding is a little bit better than semi-annual compounding, and daily compounding is a tiny bit better than monthly compounding. These are all approximations to the solution of the rate equation, which is called continuous compounding. But they’re very good approximations! If we used our procedure with a time step of one month to estimate the result of 20 years of continuously compounded interest, we would only be off by $9.90. Table 3.2. 20-year earnings from $1000 invested at 6% interest with simple, annual, semi-annual, monthly, and continuous interest

Year

Simple

Annual

Semi-annual

Monthly

Continuous

0

1000.0

1000.0

1000.0

1000.0

1000.0

5

1300.0

1338.2

1343.9

1348.9

1349.9

10

1600.0

1790.8

1806.1

1819.4

1822.1

15

1900.0

2356.6

2427.3

2454.1

2459.6

20

2200.0

3207.1

3262.0

3310.2

3320.1

More generally, suppose that we have a rate equation (3.24)

𝑦′ = 𝑓(𝑦, 𝑡),

where 𝑓(𝑦, 𝑡) is some fixed function of 𝑦 and 𝑡. (In the banking example, we had 𝑓(𝑦, 𝑡) = 0.06𝑦, but it could just as well have been 𝑓(𝑦, 𝑡) = 0.06𝑦 + 𝑡.) We start at

46

3. Close is Good Enough!

a particular time 𝑡0 , with initial condition 𝑦 = 𝑦0 . There is a later time 𝑡𝑓 , and we want to estimate 𝑦(𝑡𝑓 ). (1) Pick a number of steps 𝑁, which makes our time step Δ𝑡 = (𝑡𝑓 − 𝑡0 )/𝑁. (2) Make a table similar to Table 3.1 with 𝑁 + 1 rows and with at least three columns, labeled 𝑡, 𝑦, and 𝑦′ . It’s convenient (but not necessary) to have two more columns, labeled 𝑦′ Δ𝑡 and 𝑦 + 𝑦′ Δ𝑡. Enter 𝑡0 and 𝑦0 in the first row. (3) Fill out the table one row at a time. Once we have 𝑡 and 𝑦, the rate equation tells us 𝑦′ , and we can then figure out 𝑦′ Δ𝑡 and 𝑦 + 𝑦′ Δ𝑡. (4) Start on the next row. The new 𝑡 is the previous 𝑡 plus Δ𝑡. The new 𝑦 is the previous 𝑦 plus the previous 𝑦′ Δ𝑡. This is our linear approximation. (5) Repeat until the entire table is filled out. Then read off our final answer 𝑦(𝑡𝑓 ). If we want to see the whole progression, we can plot the 𝑦 column against the 𝑡 column. (6) If we want more accuracy, we can do it all over again with 𝑁 larger and Δ𝑡 smaller.

3.6. The SIR Model by Computer We now revisit the SIR model that we discussed in Chapter 2. If this book were written in 1940, there would be nothing more to say. We have a nice model describing market penetration and the spread of disease. In principle we know how to solve rate equations by Euler’s method, but in practice it takes a lot of work. Computing ten years of compound interest with Δ𝑡 = 1 requires ten turns of the crank. Doing it with Δ𝑡 = 1/2 requires 20 turns, and doing it with Δ𝑡 = 0.1 requires 100 turns. Solving the SIR equations, with three different variables to keep track of, is even messier. Who has the patience for all that? Fortunately, we live in the 21st century, and we have computers to do our chores for us. With the right instructions, a computer can do the calculation with Δ𝑡 = 0.1 or even Δ𝑡 = 0.01 in the blink of an eye. We just need to understand the SIR rate equations, and Euler’s method for solving them, well enough to give the computer its instructions—in other words, we need to write a program. We begin with a clear step-by-step description of the algorithm that we can turn into computer code. (1) Specify the parameters of our model, namely the transmission coefficient 𝑎 and the attrition coefficient 𝑏. (2) Specify our initial conditions, that is, the values of 𝑆, 𝐼, and 𝑅 at time 𝑡 = 0. (3) Decide how far into the future we are going to run. We’ll call the final time 𝑡𝑓 . It’s also possible to set a negative value of 𝑡𝑓 , in which case we’re using the SIR model to understand the past. (4) Decide how many steps we are going to take. Call this number 𝑁. Our step size will then be Δ𝑡 = 𝑡𝑓 /𝑁. (5) Generate a list of times 𝑡0 = 0, 𝑡1 = Δ𝑡, 𝑡2 = 2Δ𝑡, up through 𝑡 𝑁 = 𝑁Δ𝑡 = 𝑡𝑓 . Note that there are 𝑁 + 1 different times that we care about, not 𝑁.

3.6. The SIR Model by Computer

47

(6) Make a table with seven columns and 𝑁 + 1 rows. Label the columns 𝑡, 𝑆, 𝐼, 𝑅, 𝑆′ , 𝐼 ′ , and 𝑅′ . (Some people like to add three more columns labeled 𝑆′ Δ𝑡, 𝐼 ′ Δ𝑡, and 𝑅′ Δ𝑡, and maybe even three after that for 𝑆 + 𝑆 ′ Δ𝑡, 𝐼 + 𝐼 ′ Δ𝑡, and 𝑅 + 𝑅′ Δ𝑡.) Put the list of times in the first column. Fill in the second, third, and fourth entries of the first row with 𝑆(0), 𝐼(0), and 𝑅(0). (7) Use the SIR equations to fill out the rest of the first row. That is, compute 𝑆 ′ (0) = −𝑎𝑆(0)𝐼(0), 𝐼 ′ (0) = 𝑎𝑆(0)𝐼(0) − 𝑏𝐼(0), and finally 𝑅′ (0) = 𝑏𝐼(0). (8) Use a linear approximation to figure out the values of 𝑆, 𝐼, and 𝑅 at the next time. We’ll call these 𝑆𝑛𝑒𝑤 , 𝐼𝑛𝑒𝑤 , and 𝑅𝑛𝑒𝑤 , and call the previous values 𝑆𝑜𝑙𝑑 , etc. This ′ ′ involves adding 𝑆𝑜𝑙𝑑 Δ𝑡, 𝐼𝑜𝑙𝑑 Δ𝑡, and 𝑅′𝑜𝑙𝑑 Δ𝑡 to 𝑆𝑜𝑙𝑑 , 𝐼𝑜𝑙𝑑 , and 𝑅𝑜𝑙𝑑 . Write down the new values on the next row. If we aren’t interested in keeping track of 𝑆 ′ , 𝐼 ′ , and 𝑅′ , we can combine steps (7) and (8), writing 𝑆𝑛𝑒𝑤

=

𝑆𝑜𝑙𝑑 − 𝑎𝑆𝑜𝑙𝑑 𝐼𝑜𝑙𝑑 Δ𝑡,

𝐼𝑛𝑒𝑤

=

𝐼𝑜𝑙𝑑 + (𝑎𝑆𝑜𝑙𝑑 𝐼𝑜𝑙𝑑 − 𝑏𝐼𝑜𝑙𝑑 )Δ𝑡,

𝑅𝑛𝑒𝑤

=

𝑅𝑜𝑙𝑑 + 𝑏𝐼𝑜𝑙𝑑 Δ𝑡.

(9) Repeat steps (7) and (8) (or the combined step) 𝑁 times. At this point, the first 𝑁 rows of our table will be filled in completely, and the last row will feature 𝑡, 𝑆, 𝐼, and 𝑅. Congratulations! We’re done! function [S,I,R,t] = SIREulers(tmax,N,a,b,S0,I0,R0) dt = tmax/N; % Compute Δ𝑡 S = zeros(1,N+1); % Start with empty I = zeros(1,N+1); % vectors for R = zeros(1,N+1); % S, I and R. S(1) = S0; % Initialize S I(1) = I0; % Initialize I R(1) = R0; % Initialize R for n = 1:N % Start the loop S(n+1) = S(n) - a*S(n)*I(n)*dt; % Rate eq.for S I(n+1) = I(n) + (a*S(n)*I(n) - b*I(n))*dt; % Rate eq. for I R(n+1) = R(n) + b*I(n)*dt; % Rate eq. for R end % End the loop t = linspace(0,tmax,N+1); % A vector of times plot(t,S, 'red', t,I, 'blue', t,R,'green') % Graph the results title('Plot␣of␣SIR␣model␣behavior') % Add a title ylabel('Individuals'), xlabel('Days') % Add labels legend('Potentials','Actives','Rejecteds') % Add a legend.

48

3. Close is Good Enough!

In the program code above we see how that looks with an actual program, called SIREulers. The programs in this book are all written in MATLAB, which includes some simple graphing routines for seeing our output. However, if you prefer to work with another programming language, that’s fine, too. There are a few differences between this program and the algorithm above. (1) The program is written to be flexible. Instead of having lines that specify 𝑡𝑓 , 𝑁, 𝑎, 𝑏, 𝑆(0), 𝐼(0), and 𝑅(0), we type in these parameters when we use the program. In fact, most of the data in Tables 2.1 and 2.2, where we studied the SIR model with 𝑎 = 0.000002, 𝑏 = 1/30, 𝑆(0) = 40, 000, 𝐼(0) = 2100, and 𝑅(0) = 7900, were generated with SIREulers.1 Most of the data for Table 2.1 was generated by typing SIREulers(10,5,0.000002, 1/30, 40000, 2100, 7900), and the data for Table 2.2 was generated by typing SIREulers(-30,15,0.000002, 1/30, 40000, 2100, 7900). To run it again with 𝑁 = 10 or 𝑁 = 100 or 𝑁 = 10,000 steps, just replace “5” or “15” with “10” or “100” or “10000”. By picking a big enough value of 𝑁, we can get as much accuracy as we want. (2) The program doesn’t generate tables directly. Rather, it generates arrays. In MATLAB, arrays are indexed starting at 1, so we have to make our index 𝑛 run from 1 to 𝑁 + 1 instead of from 0 to 𝑁. We just have to remember that 𝑆(𝑛), 𝐼(𝑛), and 𝑅(𝑛) represent the values of 𝑆, 𝐼, and 𝑅 at time 𝑡𝑛−1 = (𝑛 − 1)Δ𝑡 and not at time 𝑡𝑛 . In particular, our final answers are 𝑆(𝑁 + 1), 𝐼(𝑁 + 1), and 𝑅(𝑁 + 1). (3) The program combines steps (7) and (8) and doesn’t actually keep track of 𝑆 ′ , 𝐼 ′ , and 𝑅′ . (To create Table 2.1, those values were calculated after the fact.)

Figure 3.12. Graphs generated by SIREulers

1 To use this program we must work in a directory that contains the file SIREulers.m. You are welcome to copy and use SIREulers.m, which is not a built-in part of MATLAB.

3.7. Solving Algebraic Equations

49

(4) The program doesn’t just compute numbers. The last five lines of the program graph the output, with 𝑆, 𝐼, and 𝑅 shown as differently colored lines on the same chart. Since SIREulers saves the vectors 𝑆, 𝐼, 𝑅, and 𝑡, all of the graphing can be done after we have run the program. For instance, if we only wanted to graph 𝑆 we could just type plot(t,S), and similarly for 𝐼 and 𝑅. Graphing after the fact also allows us to vary the colors and format of the graph, for instance generating the graphs of Figure 3.12.

3.7. Solving Algebraic Equations We close this chapter with two approximation methods for computing roots of algebraic equations. One is an elaboration of what we did at the beginning of the chapter to solve 𝑥5 + 𝑥 − 31 = 0. The other is a very efficient algorithm for computing square roots. The bisection method. There is a common guessing game where one person thinks of a whole number between 1 and 100 and the second person tries to guess it. After each guess, the first person says whether the number is higher or lower than the guess. Here is a typical run. Alice: Guess my number. Bob: 50 Alice: Lower! Bob: 25 Alice: Lower! Bob: 12 Alice: Higher! Bob: 18 Alice: Higher! Bob: 22 Alice: Lower! Bob: 20 Alice: Right! At each step, Bob guessed a number in the middle of the range of possible answers (sometimes rounding up or down). When Alice told him whether he needed to go higher or lower, that range was cut in half and he guessed in the middle again. 50 is in the middle of 1–100, 25 is in the middle of 1–49, 12 is in the middle of 1–24, 18 is in the middle of 13–24, 22 is in the middle of 19–24, and 20 is in the middle of 19–21. By shrinking the interval each time, Bob homed in on Alice’s number. No matter what number Alice picked, Bob was guaranteed to get the answer in at most seven guesses. Now suppose that we have a polynomial 𝑝(𝑥) and points 𝑎 and 𝑏 such that 𝑝(𝑎) and 𝑝(𝑏) have opposite signs. Polynomials are continuous and can’t jump from positive to negative, so there has to be a root (that is, a point where 𝑝(𝑥) = 0) somewhere between 𝑎 and 𝑏. We then guess the midpoint, 𝑐 = (𝑎 + 𝑏)/2, and compute 𝑝(𝑐). From the sign of 𝑝(𝑐) we know whether to go higher or lower. Like Bob, we narrow our interval and keep guessing in the middle until our interval is so small that any point is close enough.

50

3. Close is Good Enough!

Table 3.3. Solving 𝑥5 + 𝑥 − 31 = 0 by the bisection method

Lower

Upper

Guess

𝑝(Guess)

Adjustment

1.00000

2.00000

1.50000

−21.906

Higher!

1.50000

2.00000

1.75000

−12.837

Higher!

1.75000

2.00000

1.87500

−5.9507

Higher!

1.87500

2.00000

1.93750

−1.7596

Higher!

1.93750

2.00000

1.96875

0.54566

Lower!

1.93750

1.96875

1.95312

−0.2655

Higher!

1.95312

1.96875

1.96093

−0.0449

Higher!

1.96093

1.96875

1.96484

0.24921

Lower!

For instance, suppose that 𝑝(𝑥) = 𝑥5 +𝑥 −31. We already know that 𝑝(1) = −29 < 0 and 𝑝(2) = 3 > 0, which gives us a starting point. The result of our game is shown in Table 3.3. In eight steps, we went from “somewhere between 1 and 2” to “somewhere between 1.96093 and 1.96484”, an interval that is a factor of 256 smaller. Every ten steps improves our accuracy by a factor of 210 = 1024, in other words by about three decimal places. This is true not only when we solve 𝑝(𝑥) = 𝑥5 + 𝑥 − 31 = 0, but when we find a root of any polynomial.

The Babylonian Method. More than 3000 years ago (scholars differ on the exact date), the ancient Babylonians invented a very efficient method for computing square roots using only addition, subtraction, multiplication, and division. Suppose they were trying to find the square root of a number 𝑎. They started with a guess, which we’ll call 𝑥. Since (3.25)

𝑥⋅

𝑎 = 𝑎 = √𝑎 ⋅ √𝑎, 𝑥

𝑎

one of 𝑥 and 𝑥 is bigger than √𝑎 and the other is smaller. Either way, the average of 𝑥 𝑎 and 𝑥 is likely to be closer to √𝑎 than 𝑥 was. They then replaced 𝑥 with the average of 𝑎 𝑥 and 𝑥 and repeated the process as many times as necessary to get the accuracy they wanted. In fact, this procedure homes in on the true square root amazingly quickly. Table 3.4 shows what happens when we use this method to find √5 with the initial guess 𝑥 = 2.

3.8. Chapter Summary

51

Table 3.4. Computing √5 with the Babylonian method gives 12 decimal places of accuracy in just four steps.

𝑥

5/𝑥

Average

2

2.5

2.25

2.25

2.222222222222

2.236111111111

2.236111111111

2.236024844720

2.236067977916

2.236067977916

2.23606797084

2.236067977500

2.236067977500

2.236067977500

2.236067977500

The numbers in Table 3.4 were generated with a very simple MATLAB program: a=5 x=2 for j=1:4 y=a/x x=(x+y)/2 end

% % % % % %

We're finding the square root of 5 That's our initial guess Run the loop four times Compute 𝑎/𝑥 Replace 𝑥 with the average Complete the loop

To compute the square root of a different number, just change the first two lines. You might think that the Babylonian method is obsolete, since nowadays we have calculators and computers with built-in square root functions. But how do you think the square root function on your calculator actually works? It uses the Babylonian method! Several thousand years after the Babylonians, Isaac Newton modified the Babylonian method to find roots of all sorts of functions, not just quadratic polynomials. We’ll learn about Newton’s method in Section 5.6.

3.8. Chapter Summary The Main Ideas. • Only very easy problems can be solved quickly and exactly. Most of the time we need to find approximate answers and then improve the approximations. • A function is a rule for turning an input into an output. It can be understood as – an algorithm, – a formula, – a table, or – a graph. • Linear functions are functions that change at a constant rate 𝑚, called the slope, multiplier, or rate of change. The formulas 𝑚=

Δ𝑦 , Δ𝑥

Δ𝑦 = 𝑚Δ𝑥,

Δ𝑥 =

Δ𝑦 𝑚

52

3. Close is Good Enough!

are mathematically equivalent, but they carry three different lessons: – You can compute the slope from two points as rise/run. – You can predict Δ𝑦 from Δ𝑥. This gives us the equation of our line in pointslope form: 𝑦 = 𝑦1 + 𝑚(𝑥 − 𝑥1 ). – You can predict Δ𝑥 from Δ𝑦. • You can use lines to approximate curves, interpolating and extrapolating from given data to estimate other values. • Euler’s method is a “follow your nose” method for finding an approximate solution to a rate equation. More accuracy requires more work. • With a simple program, we can get a computer to do that work for us. • For a very, very long time, people have been using approximations to solve algebraic equations. The bisection method and the Babylonian method are simple and accurate. Expectations. You should be able to: • Translate back and forth between different representations of a function. • Find the slope of a line from the coordinates of two points. • Find the equation of a line in point-slope form from a slope and the coordinates of one point. • Manipulate that equation to answer questions such as “where will you be at suchand-such a time?” and “when will you reach such-and-such a place?” • Use linear approximations to approximate functions. Extrapolate and interpolate from nearby data points. • Implement Euler’s method by hand, generating a table of (approximate) values of 𝑦 and 𝑦′ as a function of time. • Explain the steps in a computer program that uses Euler’s method for a certain rate equation, and modify the program to handle a slightly different rate equation.

3.9. Exercises Understanding Functions and Composite Functions Exercises 3.1 and 3.2 refer to the following functions: 2𝑠 ℎ(𝑠) = , 𝑠+3 𝑓(𝑥) = 𝑥2 , 𝑔(𝑢, 𝑣)

=

𝑢 + 2𝑣,

𝑞(𝑥, 𝑦)

=

3,

𝑟(𝑧) =

⎧ 2 𝑧2 + 3 ⎨ ⎩ 5−𝑧

if 𝑧 < 0, if 0 ≤ 𝑧 < 5, if 5 ≤ 𝑧.

3.9. Exercises

53

3.1.

Evaluate each function. (a) ℎ(3) (b) (𝑓 ∘ ℎ)(2) (c) 𝑔(3, 5) (d) 𝑞(𝜋, −3) (e) ℎ (𝑓(3)) (f) 𝑟(𝑟(𝑟(−2)))

3.2.

True or False? If true, explain why. If false, provide a counterexample. (a) If 𝑎 > 𝑏, then 𝑓(𝑎) > 𝑓(𝑏). (b) For all real numbers 𝑎 and 𝑏, 𝑓(𝑎 + 𝑏) = 𝑓(𝑎) + 𝑓(𝑏). (c) For all real numbers 𝑐 and 𝑑, 𝑔(𝑐, 𝑑) > 0. (d) For all real numbers 𝑐, (𝑓 ∘ ℎ) (𝑐) = (ℎ ∘ 𝑓) (𝑐).

3.3.

Graph 𝑦 = |𝑥|. Does this relationship between 𝑥 and 𝑦 describe a function? Why or why not?

3.4.

Sales Tax. The Texas state sales tax rate is 6.25%. That is, the sales tax 𝑇 (in dollars) is proportional to the price 𝑃 of an object, also in dollars, and the constant of proportionality is 𝑘 = 6.25% = 0.0625. Write a formula that expresses the sales tax as a linear function of the price. Use your formula to compute the tax on a computer that costs $1200.00.

3.5.

Suppose you work at a cell phone store. Your weekly salary is $400 plus a 4% commission on total sales over $8000. Let 𝑥 represent your total sales (in dollars) in a particular week. (a) In words, briefly describe what the function 𝑓(𝑥) = 0.04𝑥 is computing. (b) In words, briefly describe what the function 𝑔(𝑥) = 𝑥 −8000 is computing. (c) Suppose that you sold enough cell phones that week to earn a commission. Which of the following would correctly compute your earnings for that week: 𝑆 1 (𝑥) = 400 + (𝑓 ∘ 𝑔)(𝑥)

or

𝑆 2 (𝑥) = 400 + (𝑔 ∘ 𝑓)(𝑥)?

Explain. 3.6.

Suppose that you want to grow your own vegetables in raised garden beds. You go to the local farm supply store and buy wood, fertilizer, soil, and other supplies for the beds. The store will deliver your purchases to your house for a fee. You pay for your purchases, the sales tax, and the delivery fee. The cost of the supplies, before taxes, is 𝑥. The delivery fee is $30. Sales tax is 7.5%. (a) Write a function 𝑔(𝑥) for the total cost, after taxes, not counting the delivery fee. (Remember that 𝑥 is the price of your purchases.) (b) Write a function 𝑓(𝑥) for the total cost, before taxes, including the delivery fee. (c) Calculate and interpret (𝑓 ∘ 𝑔)(𝑥) and (𝑔 ∘ 𝑓)(𝑥). (d) If sales taxes are not charged on delivery fees, which of the compositions in part (c) represents your actual cost? Explain.

54

3. Close is Good Enough!

Linear Functions and Slope 3.7.

Graph the function 𝑓(𝑥) = 0.8𝑥 − 2 on the interval −5 ≤ 𝑥 ≤ 5. (a) Read from your graph the value of 𝑓(𝑥) when 𝑥 = −2 and when 𝑥 = 2. What is the difference between these function values? Call this difference Δ𝑦. What is the difference between the two 𝑥-values? Call this difference Δ𝑥. Compute the slope using Δ𝑥 and Δ𝑦. According to the equation of the line, which was given in slope-intercept form, what is the slope? Does your computed slope agree with this value? Why or why not? (b) Rewrite the equation of the line in point-slope form, using the point (1, −1.2) as your reference.

3.8.

Graph the function 𝑓(𝑥) = 0.8(𝑥 + 2) − 3.6 on the interval −5 ≤ 𝑥 ≤ 5. (a) Read from your graph the value of 𝑓(𝑥) when 𝑥 = −2 and when 𝑥 = 2. What is the difference between these function values? Call this difference Δ𝑦. What is the difference between the two 𝑥-values? Call this difference Δ𝑥. Compute the slope using Δ𝑥 and Δ𝑦. According to the equation for the line, what is the slope? Does your computed slope agree with this value? (b) Rewrite the equation of the line in slope-intercept form.

3.9.

A car is driving at a constant speed of 64 miles/hour. At 2:00 it passes mile marker 150. (a) How far will the car travel in the next half hour? Where will it be at 2:30? (b) How far will the car travel between 2:00 and 𝑡 o’clock? Where will it be at 𝑡 o’clock? (c) Express the position of the car at 𝑡 o’clock as a linear function in point-slope form. Then plug in 𝑡 = 2.25 to figure out the location of the car at 2:15. (d) Rewrite this function in slope-intercept form. Then plug in 𝑡 = 2.25 to figure out the location of the car at 2:15.

Food for Thought: Which was easier, plugging in 𝑡 = 2.25 to point-slope or slopeintercept form? If you did your calculations with a calculator, it probably didn’t matter much. However, if you did them by hand, you probably found multiplying the slope 1 in part (c) by 1/4 to be a lot easier than multiplying the slope in part (d) by 2 4 . In general, point-slope is much better for understanding a linear function close to your reference point, which is what we usually care about, while slope-intercept is better for understanding that function near 𝑡 = 0 (noon in this case). 3.10.

A car is driving at constant speed. At 3:00 it is at mile marker 145. At 4:00 it is at mile marker 201. (a) How fast is the car moving? (b) Write a function, in point-slope form, for the location 𝑥(𝑡) of the car at 𝑡 o’clock, using 3:00 as your reference time. (c) Use this function to determine where the car is at 3:15. (d) Now rewrite your function in slope-intercept form. Use this function to determine where the car was at 2:45.

3.9. Exercises

55

3.11.

You should be able to answer all parts of this exercise without ever finding the equations of the functions involved. (a) Suppose that 𝑓(𝑥) is a linear function with multiplier 𝑚 = 1/2. If 𝑓(−2) = 2, what is 𝑓(−2.1)? 𝑓(−2.016)? 𝑓(10)? (b) Suppose that ℎ(𝑥) is a linear function with multiplier 𝑚 = −3. If ℎ(1) = 4, for what value of 𝑥 is ℎ(𝑥) = −5? ℎ(𝑥) = 19? ℎ(𝑥) = 97? (c) Suppose that 𝑔(𝑥) is a linear function with 𝑔(3) = 3 and 𝑔(6) = 4.5. What is 𝑔(3.1)? What is 𝑔(3 + 𝑎)?

3.12.

Suppose that 𝑤 = 150 − 12𝑠. How much does 𝑤 change when 𝑠 changes from 4 to 10? From 4 to 4.5? From 4 to 4.1? Let Δ𝑠 denote a change in 𝑠, and let Δ𝑤 denote the corresponding change in 𝑤. Is Δ𝑤 = 𝑚Δ𝑠 for some constant 𝑚? If so, what is 𝑚?

3.13.

Consider two quantities 𝑥 and 𝑦. (a) Explain what it means for 𝑦 to be a linear function of 𝑥. (b) If 𝑦 is a linear function of 𝑥, is 𝑥 necessarily a linear function of 𝑦? Either provide an argument for why it always is, or an example in which it isn’t. (c) In the following table, 𝑥 and 𝑦 are linear functions of each other. Fill in the rest of the table. 𝑥

−5

𝑦

8

−2

3 −0.5 −4

6 −10

(d) Based on the table in part (c), express Δ𝑦 as a function of Δ𝑥. Then find a formula for 𝑦 in terms of 𝑥. 3.14.

Thermometers. Temperatures are usually measured in degrees Fahrenheit in the United States and in degrees Celsius elsewhere. The Fahrenheit reading 𝐹 and the Celsius reading 𝐶 are linear functions of each other, based on two reference points: • 0 degrees Celsius is the freezing point of water, which is 32 degrees Fahrenheit. • 100 degrees Celsius is the boiling point of water, which is 212 degrees Fahrenheit. (a) Use the freezing and boiling points of water to write 𝐹 as a linear function of 𝐶. (b) Express 𝐶 as a linear function of 𝐹. (c) Which represents a larger change in temperature—a degree Celsius or a degree Fahrenheit? (d) Suppose that an item heats up or cools down. Express Δ𝐹 (the change in the Fahrenheit reading) as a linear function of Δ𝐶, and vice versa. (e) Find a temperature that has the same reading on both scales.

A True Story: On a spring day in 1975, a young boy from Nebraska was riding with his father to Canada. As they neared the border, they picked up a radio station from Winnipeg. The weather report came on and said that the temperature was 5 degrees. The boy and his father were shocked that it could be so cold in the spring. After a commercial break, the disc jockey came on and said, “That’s 5 degrees Celsius, or 41

56

3. Close is Good Enough!

degrees Fahrenheit.” Canada had switched its weather forecasts a few weeks earlier from Fahrenheit to Celsius. It took a while for Canadians (not to mention Americans) to get used to the change. Falling Bodies. Ignoring air resistance, the velocity of a falling body increases in proportion to the increase in the time that the body has been falling. The constant of proportionality is approximately 32 feet per second squared, or 32 ft/s2 . 3.15.

A ball is falling at a velocity of 48 feet/second after 1 second. (a) How fast is it falling after 3 seconds? (b) Express the change in the ball’s velocity Δ𝑣 as a linear function of the change in time Δ𝑡. (c) Express the ball’s velocity 𝑣(𝑡) as a linear function of time.

3.16.

If 𝑑 and 𝑣 denote the distance fallen (in feet) and the velocity (in feet per second) of a falling body, then the motion can be described by the following equations: 𝑑 ′ = 𝑣,

𝑣′ = 32.

The first equation says that velocity is the rate of change of distance. The second equation is what we discussed in Exercise 3.15. Suppose that 𝑑(0) = 0 and 𝑣(0) = 16. Using a step size of 1 second, estimate 𝑑(3) and 𝑣(3). 3.17.

Depreciation. A farmer buys a new combine (used for harvesting crops) for $380,000. He assumes that the value of the combine will drop, or depreciate, at a constant rate, and that it will be worth $100,000 in ten years. (We will examine other depreciation methods in the Chapter 6 exercises.) Let 𝑉(𝑡) represent the value of the combine 𝑡 years after it was purchased. (a) Find an expression relating Δ𝑉 to Δ𝑡. Then find an expression relating 𝑉 to 𝑡. (b) What will the combine be worth after 7 years? (c) When will the value of the combine fall below $80,000? (d) Graph 𝑉 for 0 ≤ 𝑡 ≤ 20 and indicate on your graph the answers for parts (b) and (c). (e) This method of estimating the value of a used piece of equipment is called straight-line depreciation. Explain why this is a sensible name.

3.18.

Using MATLAB, graph the function 𝑓(𝑥) = 1/𝑥 on the interval 2 ≤ 𝑥 ≤ 4. (a) Determine the equation of a line between the points (2, 𝑓(2)) and (4, 𝑓(4)). Write this equation in the form ℎ(𝑥) = 𝑚(𝑥 − 2) + 𝑏. (b) Using the MATLAB “hold on” command, graph ℎ(𝑥) on the same set of axes that you graphed 𝑓(𝑥) on. (c) Compare the values 𝑓(2) and ℎ(2). Do you think ℎ(𝑥) would be a good approximation for 𝑓(𝑥) at 𝑥 = 3? Regardless of your answer, how could you create a line that would provide a better approximation for 𝑓(𝑥) at 𝑥 = 3?

3.19.

Euler’s Method. For the rate equation 𝑦′ (𝑡, 𝑦) = 2𝑡 + 𝑦 − 𝑦2 and initial condition 𝑦(0) = 2, use Euler’s method and given step size to answer the following. (a) For step size Δ𝑡 = 2, approximate 𝑦(2). (b) For step size Δ𝑡 = 1, approximate 𝑦(2).

3.9. Exercises

57

(c) For step size Δ𝑡 = 0.5, approximate 𝑦(1). (d) How does the 𝑦(1) computed in part (c) compare to the 𝑦(1) computed in the intermediate step for part (b)? Which of the two estimates for 𝑦(1) is more accurate? Explain why. The Solow Growth Model. Some companies use a lot of equipment and employ relatively few workers. Others employ a lot of workers but use relatively little equipment. The capital-to-labor ratio is the ratio of a company’s capital expenses to its labor costs. Over time, a company’s capital-to-labor ratio may change, so we express it as a function of time 𝑘(𝑡). The Solow growth model is often used to predict the change in 𝑘(𝑡) as a company evolves. In this model, the rate equation is 𝑑𝑘 = 𝑠𝑘𝛼 − 𝜆𝑘, 𝑑𝑡 where 𝑠, 𝛼, and 𝜆 are parameters. 𝑘𝛼 is called the production function. 3.20.

Suppose that the Solow growth model for a particular company has parameters 𝛼 = 1/3 and 𝑠 = 𝜆 = 1, and initial value 𝑘(0) = 0.5. (a) Use Euler’s method with time step Δ𝑡 = 0.5 to estimate 𝑘(1). (b) Do you think the company is automating its operations (increasing capital expenses but reducing labor costs) or relying on aging machinery (saving on capital expenses but incurring higher labor costs)? (c) In the long run, what number will 𝑘(𝑡) approach? (Hint: At equilibrium, what is 𝑘′ (𝑡)?)

3.21.

Radioactivity. During the 1986 disaster at the Chernobyl nuclear power plant, an estimated 27 kg of radioactive Cesium-137 was released into the environment. Cesium-137 has a half-life of 30 years, meaning that the amount 𝐶(𝑡) in the environment satisfies the rate equation 𝐶 ′ = −0.0231𝐶, where time is measured in years. Using a step size of 10 years, estimate how much Cesium-137 will remain in 2036, on the 50th anniversary of the disaster.

Food for Thought: Not understanding radioactivity can be deadly. During Russia’s 2022 invasion of Ukraine, Russian soldiers who had never heard of the Chernobyl disaster were sent to camp and dig trenches in the most contaminated part of the Chernobyl Exclusion Zone, the so-called Red Forest. Their digging unearthed contaminated soil that had previously been buried. Many of those soldiers died of radiation poisoning. The Bisection and Babylonian Methods 3.22.

Use the bisection method to solve 𝑥3 + 𝑥2 = 20 to at least two decimal places, starting with the fact that 23 + 22 < 20 < 33 + 32 .

3.23.

Use five steps of the bisection method to estimate the positive solution to 𝑥2 = 10 (or estimate √10), starting with the fact that 32 < 10 < 3.22 .

3.24.

In the setup of Exercise 3.23, how many steps would it take to get eight digit accuracy?

3.25.

Use the Babylonian method to estimate √10 to at least eight digit accuracy, starting with the initial guess 𝑥0 = 3. (This should only take three steps.)

Chapter 4

Track the Changes!

So far, we’ve talked a lot about rates of change, but we never really defined what rate of change actually means. We tiptoed around the concept, which was the best we could do with the tools we had. But now we have the tools to take a closer look at the derivative of a function. That’s the precise mathematical object that corresponds to the vague idea of “rate of change”.

4.1. The National Debt The United States government, like almost every government in the world, finances much of its operations through bonds and other borrowing. Also like almost every other government, it takes in less in taxes than it spends, so it gets deeper in debt every year. As long as the debt grows reasonably slowly, this isn’t a problem, both because inflation erodes the value of the debt and because the economy keeps growing. The $250 billion that the government owed in 1945 was a much bigger drain on the economy than the $5.7 trillion that it owed in 2000. However, a debt that grows faster than the economy for an extended period of time can cause very serious problems. So, how fast has the debt actually been growing? We’ll look at three time periods, one in the 1990s, one in the 2000s, and one in the 2010s. Year

Debt (in $B)

Year

Debt (in $B)

Year

Debt (in $B)

1997

5413

2005

7933

2016

19,573

1998

5526

2006

8507

2017

20,245

1999

5656

2007

9008

2018

21,516

In 2017, the national debt was $20,245 billion = $20.245 trillion. If we let 𝐷(𝑡) be the debt (in billions of dollars) at time 𝑡 (in years), then 𝐷(2017) = 20,245. There are three ways to estimate the rate 𝐷′ (2017) at which that debt was growing, as shown in Figure 4.1. 59

60

4. Track the Changes!

Figure 4.1. Three ways to estimate 𝐷′ (2017)

(1) We can compare the debt in 2017 to the debt in 2018. The debt went up by Δ𝐷 = 21,516 − 20,245 = 1271 in time Δ𝑡 = 2018 − 2017 = 1, so we estimate 𝐷′ (2017) ≈ 1271. Δ𝐷 is called a forward difference, and the ratio Δ𝐷/Δ𝑡 is called a (forward) difference quotient. (2) We can compare the debt in 2017 to the debt in 2016. As before, we compute Δ𝐷 = 𝐷(2017 + Δ𝑡) − 𝐷(2017) and divide by Δ𝑡, only now Δ𝑡 = −1. Then Δ𝐷 = 19,573 − 20,245 = −672, and we estimate that 𝐷′ (2017) ≈ 672. Here Δ𝐷 is called a backward difference. (3) We can compare the debt in 2016 to the debt in 2018. That is, 𝐷(2017 + Δ𝑡) − 𝐷(2017 − Δ𝑡) 2Δ𝑡 21,516 − 19,573 = = 971.5. 2

𝐷′ (2017) ≈ (4.1)

Δ𝐷 is called a centered difference or a central difference. Most of the time, centered difference quotients are much better estimates than forward or backward difference quotients. However, lack of data sometimes forces us to use forward or backward differences. We can do similar computations to compute 𝐷′ (1998) and 𝐷′ (2006). Using centered differences, we get (4.2)

𝐷′ (1998) ≈ 121.5,

𝐷′ (2006) ≈ 537.5.

The debt grew much faster in the 2000s than in the 1990s, and even faster in the 2010s.

4.1. The National Debt

61

Historical Note: The budget deficit is the difference in any year between what the government takes in and what it spends. If the government used the same accounting methods for debt and deficit, then the deficit in any year would be exactly the same as the change in the debt that year. However, there is a technical difference in the way that Social Security and Medicare are treated. From the beginning of Social Security in 1935 until 2020, employees have paid more in Social Security and Medicare taxes every year than has been spent on retiree benefits. (This is expected to change as the population ages and more people retire.) The Social Security and Medicare surpluses go into two trust funds that are supposed to pay for future benefits, and the value of these trust funds grew to more than $5 trillion by 2020. In computing the national debt, these trust funds are not considered part of the government. If they were, they would offset about a quarter of the national debt. However, when the government reports the annual budget deficit, these funds are considered part of the government! This leads to a mismatch between the deficit and the change in the debt. For instance, between 1997 and 1998 the debt grew by $113 billion, but the trust funds grew by $182 billion, for a net surplus of $69 billion. Between 1999 and 2000 there was officially a budget surplus of $236 billion, but the debt still grew by $18 billion (and the trust funds grew by $254 billion). So which is more important—𝐷′ or the official budget deficit? That question has more to do with politics than with calculus or economics. Politicians almost always talk about the deficit (which looks better) when their party is in power and about the change in the debt (which looks worse) when the opposing party is in power! Now that we have 𝐷′ (1998), we can use it to do a linear approximation. The equation of the line through (1998, 5526) with slope 121.5 is (4.3)

𝐷(𝑡) ≈ 5526 + 121.5(𝑡 − 1998). 1

This linear approximation predicts a debt of 5526 + 2(121.5) = 5769 in 2000, which is reasonably close to the actual value of 5674. However, it also predicts a debt of 5526 + 121.5(7) = 6376.5 in 2005, which is nowhere near the actual value of 7933. What happened?! The answer is that historical events changed the trajectory. In the year 2000 it looked like federal budget surpluses would continue and even grow, and that the entire national debt might be paid off by 2020. But then 9/11 happened. The Bush tax cuts happened. The Iraq war happened. All of these pushed spending up and revenue down and increased the debt. In 2008 the Great Recession happened, which sharply decreased tax revenues and increased the demand for social programs like unemployment insurance. The bank bailouts (under Bush) and the stimulus package (under Obama) led to even more red ink, and 𝐷′ reached a peak of over $1.7 trillion in 2009. 1 Note that this tangent line is not the line through (1997, 5413) and (1999, 5656). It has the same slope, since we used a centered difference to estimate 𝐷′ (1998), but it touches the actual graph at one point, not two.

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4. Track the Changes!

Things improved in the mid-2010s, but 𝐷′ increased to record levels in the late 2010s and early 2020s, driven first by the Trump tax cuts and then by the Covid pandemic.

4.2. Marginal Cost, Revenue, and Profit In the previous example, our input variable was time and 𝐷′ was the rate at which 𝐷 changed per unit of time. There are many other examples where the variable is time. We study the rate of change of position with respect to time and call that velocity. We study the rate of change of velocity with respect to time and call that acceleration. We study the rate at which the population is growing, or the concentration of CO2 in the atmosphere is growing, or the polar ice caps are melting. However, the concept of rate of change applies even when the input variable has nothing to do with time. Consider a factory that makes widgets. It costs $22,000/month just to keep the factory open, plus $7 for every widget that it produces. If it makes 10,000 widgets per month, how much does it cost to produce a widget? Alice says that the cost is $9.20/widget, because it costs $92,000/month to produce $92,000/month 10,000 widgets/month and 10,000 widgets/month = $9.20/widget. Bob says that the cost is $7/widget, because the $22,000/month is a fixed cost. Once the factory is open, it only costs $7 to produce each additional widget. Carol says that the cost is $22,007/widget, because that’s what it takes to produce exactly one widget. Who is right? The answer is that the three of them are talking about three different things. Alice is talking about the average cost. Bob is talking about the marginal cost. And Carol is just being a troublemaker. In general, suppose that 𝐶(𝑥) is the cost of making 𝑥 objects. In the case of our widget factory, (4.4)

𝐶(𝑥) = 22, 000 + 7𝑥.

The average cost if we make 𝑥 widgets is (4.5)

𝐶(𝑥) =

𝐶(𝑥) 22, 000 = + 7. 𝑥 𝑥

The marginal cost if we make 𝑥 widgets is 𝐶 ′ (𝑥) = 7.

(4.6)

The marginal cost is often described as the extra cost of making one more widget since, using a forward difference with Δ𝑥 = 1, (4.7)

𝐶 ′ (𝑥) ≈

𝐶(𝑥 + 1) − 𝐶(𝑥) = 𝐶(𝑥 + 1) − 𝐶(𝑥). 1

Meanwhile, Carol’s answer is just 𝐶(1). The graph of the cost function 𝐶(𝑥) is called the cost curve, even if (as in this case) it happens to be a straight line. The marginal cost is the slope of the cost curve. The average cost is the slope of a line from the origin to a spot on the cost curve. See Figure 4.2.

4.2. Marginal Cost, Revenue, and Profit

63

Figure 4.2. The marginal cost 𝐶 ′ (10, 000) is the slope of the cost curve at 𝑥 = 10, 000. The average cost 𝐶(10, 000) is the slope of the dotted line.

These quantities have different uses in business. Suppose that we can sell our widgets for $9 each. Alice points out that the price is lower than our average cost, so the factory is losing money. In her opinion, we should consider shutting it down altogether. Bob argues that each additional widget costs us $7 but brings in $9, for a profit of $2/widget. He thinks we should increase production, so that our increased profits can pay for the fixed cost of keeping the factory open. Alice and Bob are looking at two sides of the same problem and both raise valid points. The marginal cost 𝐶 ′ is the right thing to look at when considering small changes. If each additional widget costs us $7 and brings in $9, it makes sense to make more widgets. But the average cost 𝐶 is the right thing to look at when evaluating the factory as a whole. Bob is comparing making 10,000 widgets/month to making 9,999 or 10,001, and he sees that 10,001 is better than 10,000, which is better than 9,999. Alice is comparing 10,000 to 0, and sees that 0 is better than 10,000. Together they can prepare a report that says “We are losing money making 10,000 widgets/month. We need to either increase production or go out of business.” Unfortunately, Bob’s plan to increase production has a flaw. By the law of supply and demand, more widgets on the market would cause the price of widgets to drop. The marketing team estimates that the price (in dollars per widget) would be 𝑥 (4.8) 𝑝(𝑥) = 10 − . 10, 000 As a result, the monthly revenue from making and selling 𝑥 widgets would be (4.9)

𝑅(𝑥) = 𝑥𝑝(𝑥) = 10𝑥 −

𝑥2 , 10, 000

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4. Track the Changes!

and the monthly profit (which may be positive or negative) would be (4.10)

𝑃(𝑥) = 𝑅(𝑥) − 𝐶(𝑥) = 3𝑥 −

𝑥2 − 22, 000. 10, 000

To analyze the situation, Bob looks at the marginal revenue 𝑅′ (𝑥) and the marginal profit 𝑃 ′ (𝑥) = 𝑅′ (𝑥) − 𝐶 ′ (𝑥). Comparing 𝑅(10, 001) and 𝑅(9999) and doing a centered difference, he estimates that 90, 007.9999 − 89, 991.9999 𝑅(10, 001) − 𝑅(9999) = = 8, 2 2 and 𝑃′ (10, 000) = 𝑅′ (10, 000) − 𝐶 ′ (10, 000) = 8 − 7 = 1. Each additional widget brings in an additional $8 in revenue and increases the factory’s cost by $7, and so brings in one extra dollar of profit.2 Despite the falling price of widgets, it makes sense to increase production. (4.11)

𝑅′ (10, 000) ≈

In Chapter 5 we will revisit this factory and figure out how much to increase production to maximize profit, as well as whether it’s worthwhile to keep the factory open.

4.3. Local Linearity and Microscopes In the last chapter we saw a linear approximation work very well on the function 𝑆𝑄(𝑥) = 𝑥2 , approximating 𝑥2 as 1 + 2(𝑥 − 1) for 𝑥 between 0.9 and 1.1. Earlier in this chapter, we saw a linear approximation do a very poor job of extrapolating the national debt from the late 1990s into the mid-2000s. In this section we examine the question of when a linear approximation is justified, and when it isn’t. The general rule is: The Microscope Equation: If 𝑓′ (𝑎) exists, then the linear approximation (4.12)

𝑓(𝑥) ≈ 𝑓(𝑎) + 𝑓′ (𝑎)(𝑥 − 𝑎)

is good whenever 𝑥 is close to 𝑎. If 𝑥 is far from 𝑎 or if 𝑓′ (𝑎) does not exist, then all bets are off. To get a feel for how close is close enough, let’s look at the function 𝑓(𝑥) = sin(𝑥), shown at four different scales in Figure 4.3, with 𝑥 measured in radians. On the interval [−9, 11], the graph of 𝑓(𝑥) is nowhere near straight. In fact, it undergoes a little more than three full oscillations! Trying to approximate all those wiggles with a straight line is ridiculous. On the interval [0, 2], however, it only undergoes about a third of a cycle. It mostly goes up, although it heads downhill a little at the end. Approximating this curve with a straight line isn’t as absurd as trying it on [−9, 11], but it still isn’t a very good fit. On the interval [−.9, 1.1], however, the sine function only undergoes a 30th of a cycle. In that short stretch, it doesn’t have room to change direction very much. For any two numbers 𝑥1 and 𝑥2 between 0.9 and 1.1, Δ𝑦/Δ𝑥 is somewhere between 0.45 2 The 10,001st widget sells for about $9 and costs $7 to make, so you might think that the marginal profit should be $2. However, making that last widget also lowers the price of widgets by $.0001, meaning that the revenue from selling the other 10,000 widgets is $1 less than before, for a net gain of only $1.

4.3. Local Linearity and Microscopes

65

Figure 4.3. The line tangent to 𝑦 = sin(𝑥) at 𝑥 = 1 is a terrible approximation on [−9, 11], is poor on [0, 2], is good on [0.9, 1.1], and is indistinguishable from the curve on [0.99, 1.01].

and 0.62. On the interval [−0.99, 1.01] the fit is even better, and Δ𝑦/Δ𝑥 only varies between 0.53 and 0.55. Since 𝑓(1) = sin(1) is close to 0.8415, the linear approximation (4.13)

sin(𝑥) ≈ 0.8415 + 0.54(𝑥 − 1),

while only reasonably accurate when 𝑥 is between 0.9 and 1.1, is very accurate when 𝑥 is between 0.99 and 1.01. The upshot is that as you zoom in on a smooth curve—any smooth curve—the curve looks straighter and straighter, and the linear approximation (4.12) gets better and better. We call equation (4.12) the microscope equation, since it describes what our graph looks like through a microscope. Before moving on, let’s consider a few functions whose graphs are not smooth, and for which linear approximations don’t work. • Consider the absolute value function 𝑓(𝑥) = |𝑥| = {

𝑥

𝑥 ≥ 0,

shown in Fig−𝑥 𝑥 < 0, ure 4.4. The graph of this function between −1 and 1 looks like a V. There is a line 𝑦 = 𝑥 that works for 𝑥 ≥ 0, and a line 𝑦 = −𝑥 that works for 𝑥 ≤ 0, but there isn’t any line that works on both sides. No matter how much we zoom in, we still see

66

4. Track the Changes!

Figure 4.4. The graph of 𝑓(𝑥) = |𝑥| is V-shaped at all length scales.

a V, not a line. The graph does not have a tangent line at 𝑥 = 0, and the function does not have a linear approximation. • Next consider the cube-root function 𝑔(𝑥) = 𝑥1/3 , shown in Figure 4.5. If we try to compute the slope 𝑚 at 𝑥 = 0 with a forward difference, we get 𝑔(0 + Δ𝑥) − 𝑔(0) Δ𝑦 Δ𝑥1/3 = = = Δ𝑥−2/3 . Δ𝑥 Δ𝑥 Δ𝑥 The smaller Δ𝑥 is, the bigger Δ𝑦/Δ𝑥 is. If Δ𝑥 = 0.001, then Δ𝑦/Δ𝑥 = 100. If Δ𝑥 = 0.000001, then Δ𝑦/Δ𝑥 = 10, 000. As Δ𝑥 gets closer and closer to 0, our approximating line gets steeper and steeper, approaching a vertical line. The same thing happens if we use backward differences or centered differences. The curve simply has a vertical tangent at 𝑥 = 0. A vertical line is not the graph of any function, so there is no linear function that approximates 𝑔 near 𝑥 = 0.

(4.14)

𝑚≈

• Imagine flipping a fair coin over and over again. For each whole number 𝑛, let ℎ(𝑛) be the number of heads in the first 𝑛 tosses minus the number of tails. This is called a random walk. ℎ(𝑛 + 1) − ℎ(𝑛) will either be 1 (if the (𝑛 + 1)-st toss comes up heads) or −1 (if it comes up tails). Since there is no way of predicting what the

Figure 4.5. The graph of 𝑦 = 𝑥1/3 has a vertical tangent at 𝑥 = 0.

4.4. The Derivative

67

Figure 4.6. A random walk with 1000 coin flips, starting at ℎ = 50. The resemblance to a typical stock chart is not coincidental.

(𝑛+1)-st toss will be, it is absolutely impossible to use data of ℎ(1), ℎ(2), . . . , ℎ(𝑛) to predict whether ℎ will go up or down next. The graph of ℎ(𝑥) (with straight lines connecting consecutive integer points) shown in Figure 4.6 is like the graph of |𝑥|, only with corners all over the place. It’s impossible to find a line that reliably approximates the graph of ℎ near any integer. That won’t stop people from trying, of course. After a run of heads (which happens by chance every once in a while), some people will say “the coin is lucky” and bet on the next toss being heads. Others will say “we’ve had so many heads that it’s bound to be tails next” and bet the other way. Casinos and con artists make a lot of money exploiting that kind of woolly thinking. The price of a stock from day to day, or a stock average like the Dow Jones, has many of the same mathematical properties as a random walk. There is a slow long-term pattern of growth, a few percent per year, but the short-term fluctuations are completely unpredictable. Besides pointing out their existence, we don’t have much to say about functions with the wild behavior of the last three examples. We are interested in functions that do have good linear approximations, and whose graphs do have (nonvertical) tangent lines. Such functions are called differentiable, and there are plenty of them to keep us busy.

4.4. The Derivative After several chapters of exploration, we are finally ready to define the derivative 𝑓′ (𝑎) of the function 𝑓(𝑥) at 𝑥 = 𝑎. There are several different definitions, and it’s important

68

4. Track the Changes!

to understand why they all describe the exact same thing. If 𝑓′ (𝑎) satisfies any one of these definitions, then it also satisfies all of the others.

Definition 1. The derivative 𝑓′ (𝑎) of the function 𝑓(𝑥) at 𝑥 = 𝑎 is the rate of change of the function at 𝑥 = 𝑎. Definition 2. The derivative 𝑓′ (𝑎) of the function 𝑓(𝑥) at 𝑥 = 𝑎 is the slope of the line tangent to the graph 𝑦 = 𝑓(𝑥) at (𝑎, 𝑓(𝑎)). Definition 3. The derivative 𝑓′ (𝑎) of the function 𝑓(𝑥) at 𝑥 = 𝑎 is the multiplier in the best linear approximation to 𝑓(𝑥) near 𝑥 = 𝑎. That is, for any constant 𝑐 > 0, no matter how small, the approximation (4.15)

𝑓(𝑥) ≈ 𝑓(𝑎) + 𝑓′ (𝑎)(𝑥 − 𝑎)

is accurate to within 𝑐|𝑥 − 𝑎| when 𝑥 is close enough to 𝑎. Definition 4. (4.16)

𝑓′ (𝑎) = lim

𝑥→𝑎

𝑓(𝑥) − 𝑓(𝑎) . 𝑥−𝑎

Definition 5. (4.17)

𝑓′ (𝑎) = lim

ℎ→0

𝑓(𝑎 + ℎ) − 𝑓(𝑎) . ℎ

Definitions 4 and 5 use the language and notation of limits, and that deserves an explanation. We use the term limit to describe what a certain expression is homing in on. The expression “𝑥 → 𝑎” is read as “𝑥 approaches 𝑎”, while “lim ” (also written 𝑥→𝑎

𝑓(𝑥) − 𝑓(𝑎) 𝑥−𝑎 𝑓(𝑥)−𝑓(𝑎) means that 𝑥−𝑎 gets closer and closer to 𝑓′ (𝑎) as 𝑥 gets closer and closer to 𝑎. The 𝑓(𝑎 + ℎ) − 𝑓(𝑎) 𝑓(𝑎+ℎ)−𝑓(𝑎) statement 𝑓′ (𝑎) = lim means that gets closer and closer ℎ ℎ ℎ→0 ′ to 𝑓 (𝑎) as ℎ gets closer and closer to 0. ′

“lim𝑥→𝑎 ”) is “the limit as 𝑥 approaches 𝑎.” The statement 𝑓 (𝑎) = lim

𝑥→𝑎

As we saw in the last section, not every function has a derivative. If 𝑓′ (𝑎) exists, then we say that 𝑓 is differentiable at 𝑎. If 𝑓′ (𝑎) exists for every number 𝑎, we say that 𝑓(𝑥) is differentiable, period. The study of differentiable functions is called differential calculus, and that’s what the first half of this book is about. (The second half is about integral calculus.) For the next few chapters, almost all of the functions that we encounter will be differentiable. Let’s see why all the definitions are really talking about the same thing. If the function 𝑓(𝑥) is changing at rate 𝑚 = 𝑓′ (𝑎) near 𝑥 = 𝑎, then for any two points 𝑥1 and 𝑥2 near 𝑎, 𝑓(𝑥2 ) − 𝑓(𝑥1 ) is approximately 𝑚(𝑥2 − 𝑥1 ). But that means that the ratio (4.18)

Δ𝑓 𝑓(𝑥2 ) − 𝑓(𝑥1 ) = Δ𝑥 𝑥2 − 𝑥1

4.4. The Derivative

69

is close to 𝑚, and so (4.19)

𝑓(𝑥2 ) − 𝑓(𝑥1 ) ≈ 𝑚(𝑥2 − 𝑥1 ),

with an error that gets smaller and smaller, as a fraction of 𝑥2 − 𝑥1 , as 𝑥2 and 𝑥1 get closer and closer to 𝑎. In particular, if 𝑥1 = 𝑎 and 𝑥2 = 𝑥, then 𝑓(𝑥) ≈ 𝑓(𝑎) + 𝑓′ (𝑎)(𝑥 − 𝑎),

(4.20) which is Definition 3.

If Definition 3 applies, then we have a good linear approximation whose graph has slope 𝑓′ (𝑎). This graph is the line tangent to the graph of 𝑓(𝑥) at 𝑥 = 𝑎 (Definition 2). If a line with slope 𝑓′ (𝑎) is tangent to the graph, then the rate of change of the linear approximation is 𝑓′ (𝑎), so the rate of change of the original function 𝑓(𝑥) must also be 𝑓′ (𝑎). That is, (4.21)

Definition 1 ⇒ Definition 3 ⇒ Definition 2 ⇒ Definition 1,

so the first three definitions are all equivalent. Now suppose that 𝑓′ (𝑎) satisfies Definition 3. Then, for 𝑥 close enough to 𝑎, 𝑓(𝑥)− 𝑓(𝑥)−𝑓(𝑎) 𝑓(𝑎) must be within 𝑐|𝑥 − 𝑎| of 𝑓′ (𝑎)(𝑥 − 𝑎), so 𝑥−𝑎 must be within 𝑐 of 𝑓′ (𝑎). As 𝑥 gets closer and closer to 𝑎, we can take 𝑐 smaller and smaller, so the ratio must be getting closer and closer to 𝑓′ (𝑎). That is exactly Definition 4.

𝑓(𝑥)−𝑓(𝑎) 𝑥−𝑎

𝑓(𝑥)−𝑓(𝑎)

The reasoning also runs the other way. If 𝑥−𝑎 is close to 𝑓′ (𝑎), then 𝑓(𝑥)−𝑓(𝑎) is close (within a small fraction of 𝑥 − 𝑎) to 𝑓′ (𝑎)(𝑥 − 𝑎), so 𝑓(𝑥) ≈ 𝑓(𝑎) + 𝑓′ (𝑎)(𝑥 − 𝑎) is a good linear approximation. The upshot is that Definitions 1–4 are all equivalent. Finally, Definition 5 is just Definition 4 in slightly different notation. If we define ℎ = 𝑥 − 𝑎 (what we previously called Δ𝑥), then 𝑥 = 𝑎 + ℎ, and looking at what happens as 𝑥 → 𝑎 is the same as looking at what happens when ℎ → 0. In particular, (4.22)

lim

𝑥→𝑎

𝑓(𝑥) − 𝑓(𝑎) 𝑓(𝑎 + ℎ) − 𝑓(𝑎) 𝑓(𝑎 + ℎ) − 𝑓(𝑎) = lim = lim . 𝑥−𝑎 𝑎+ℎ−𝑎 ℎ ℎ→0 ℎ→0

Definitions 4 and 5 look like forward difference quotients, but it’s a little more complicated than that. When we say lim we are considering what happens for all 𝑥→𝑎

values of 𝑥 that are close to 𝑎. 𝑥 might be slightly greater than 𝑎, in which case we’re looking at a forward difference quotient, or 𝑥 might be slightly less than 𝑎, in which case we’re looking at a backward difference quotient. Likewise, Definition 5 involves the possibility that ℎ is slightly positive, and also the possibility that ℎ is slightly negative. For the function 𝑓(𝑥) to be differentiable at 𝑎, both the forward difference quotients and the backward difference quotients have to approach the same number 𝑓′ (𝑎). What about centered differences? The centered difference quotient (4.23)

𝑓(𝑎 + ℎ) − 𝑓(𝑎 − ℎ) 1 𝑓(𝑎 + ℎ) − 𝑓(𝑎) 𝑓(𝑎) − 𝑓(𝑎 − ℎ) = ( + ) 2ℎ 2 ℎ ℎ

is the average of a forward difference quotient and a backward difference quotient. If 𝑓(𝑥) is differentiable at 𝑥 = 𝑎, then both the forward and backward difference quotients will be close to 𝑓′ (𝑎), so their average will also be close to 𝑓′ (𝑎). Using centered differences is a perfectly good way to compute a derivative.

70

4. Track the Changes!

The trouble is that centered difference quotients sometimes give us an answer even when the function isn’t differentiable! Consider the function 𝑓(𝑥) = |𝑥| near 𝑥 = 0. The forward difference quotient 𝑓(ℎ)/ℎ with ℎ > 0 is always 1. The backward difference quotient 𝑓(−ℎ)/(−ℎ) (with ℎ > 0) is always −1. The centered difference quotient |ℎ| − | − ℎ| 𝑓(ℎ) − 𝑓(−ℎ)) 0 = = 2ℎ 2ℎ 2ℎ is always 0. It’s tempting to just say that 𝑓′ (0) = 0, but that’s wrong. The line 𝑦 = 0 is not tangent to the curve and is not the graph of a good linear approximation. This glitch is why we don’t have a Definition 6 involving centered differences. (4.24)

Examples of Derivatives. Now that we know what a derivative is, let’s compute the derivative of the function 𝑓(𝑥) = 𝑥2 at 𝑥 = 1. Using Definition 5, we have to find 𝑓(1+ℎ)−𝑓(1) the difference quotient and compute its limit as ℎ → 0. We could plug ℎ in numbers like ℎ = 1, −1, 0.1, −0.1, 0.01, −0.01 into a calculator, but we can do a lot better using algebra: 𝑓(1 + ℎ) − 𝑓(1) (1 + ℎ)2 − 12 ℎ2 + 2ℎ + 1 − 1 ℎ2 + 2ℎ = = = = ℎ + 2. ℎ ℎ ℎ ℎ See Figure 4.7. As ℎ gets closer and closer to 0, the difference quotient gets closer and closer to 2, no matter which way we do the limit. The result is that (4.25)

(4.26)

𝑓(1 + ℎ) − 𝑓(1) = lim ℎ + 2 = 2, ℎ ℎ→0 ℎ→0

𝑓′ (1) = lim

and we’re done. Note that using forward differences (ℎ > 0) gives estimated slopes ℎ + 2 that are a little too high. That’s because the graph of 𝑓(𝑥) = 𝑥2 is curving up, so it is steeper to the right of 𝑥 = 1 than at 𝑥 = 1 itself. (That’s why the slope of our linear approximation

y

y=x slope = h + 2

h + 2h + 1 h + 2h 1

h

1

1+h

x

Figure 4.7. Computing the derivative of 𝑓(𝑥) = 𝑥2 at 𝑥 = 1.

4.4. The Derivative

71

in Chapter 3 was 2.01 instead of 2. We estimated 𝑓′ (1) using a forward difference with ℎ = 0.01.) Using backward differences (ℎ < 0) gives estimated slopes that are a little too low. If we use centered differences, those errors happen to cancel out: (4.27)

𝑓(1 + ℎ) − 𝑓(1 − ℎ) (ℎ2 + 2ℎ + 1) − (ℎ2 − 2ℎ + 1) 4ℎ = = = 2. 2ℎ 2ℎ 2ℎ

In this case we got lucky and the errors canceled completely. Most of the time, using centered differences just makes the error a lot smaller. Forward or backward difference quotients typically have errors that are roughly proportional to ℎ, with one difference quotient being too high and the other being too low. Centered difference quotients are typically off by something proportional to ℎ2 . When ℎ is much less than 1, ℎ2 is a lot smaller than ℎ! If we use ℎ = 0.001, we might get an answer accurate to three decimal places using forward or backward difference quotients, while getting six decimal places of accuracy using centered difference quotients. That’s why we should use centered differences with numerical data whenever possible. Now let’s compute the derivative of 𝑓(𝑥) = 1/𝑥 at 𝑥 = 3. We compute a difference quotient 𝑓(3 + ℎ) − 𝑓(3) ℎ

= = =

(4.28)

=

1 ℎ 1 ℎ 1 ℎ

1 1 − ) 3+ℎ 3 3+ℎ 3 − ( ) 3(3 + ℎ) 3(3 + ℎ) −ℎ ) ( 3(3 + ℎ) −1 . 3(3 + ℎ) (

As ℎ → 0, this gets closer and closer to −1/9, so 𝑓′ (3) = −1/9. If we had used centered differences, we would have computed 𝑓(3 + ℎ) − 𝑓(3 − ℎ) 2ℎ

= = =

(4.29)

=

1 1 1 − ( ) 2ℎ 3 + ℎ 3 − ℎ 3+ℎ 1 3−ℎ − ( ) 2ℎ (3 + ℎ)(3 − ℎ) (3 + ℎ)(3 − ℎ) −2ℎ 1 ( ) 2ℎ 9 − ℎ2 −1 . 9 − ℎ2

This also approaches −1/9 as ℎ → 0. If we’re doing things algebraically and taking a limit, it doesn’t matter whether we use forward/backward differences or centered differences. Most of the time, the algebra is a little easier using Definition 5 as written, so we’ll stick with that. However, if we’re working from data and have to stop at a not-so-small value of ℎ, which method we use can make a big difference, as you can see in Table 4.1.

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4. Track the Changes!

Table 4.1. Estimating 𝑓′ (3) with one-sided and centered differences

Both

−1 3(3+ℎ)

and

−1 9−ℎ2

ℎ

−1 3(3+ℎ)

−1 9−ℎ2

−1

−0.1666667

−0.125

−0.1

−0.114943

−0.111234

−0.01

−0.111483

−0.111112

0.01

−0.110742

−0.111112

0.1

−0.107527

−0.111234

1

−0.083333

−0.125

approach −1/9 ≈ −0.111111 as ℎ → 0. However, ′

there a lot faster! Estimating 𝑓 (1) by using more

−1 9−ℎ2

−1 9−ℎ2

gets

with ℎ = ±0.01 is about 300 times

−1 −1 accurate than using 3(3+ℎ) with ℎ = ±0.01. Even using 9−ℎ2 with ℎ = ±0.1 is −1 accurate than using 3(3+ℎ) with ℎ = ±0.01. When crunching numerical data, use

more centered differences whenever possible.

4.5. A Global View So far we have been looking at 𝑓′ (𝑎), the derivative of 𝑓 at a single point 𝑥 = 𝑎. However, 𝑓′ is also a function in its own right. After all, it’s a rule for converting an input 𝑎 into an output 𝑓′ (𝑎). In this section we’ll look at the derivative function 𝑓′ (𝑥) and its graph, and see how that relates to the graph of the original function 𝑓(𝑥). Consider the function 𝑓(𝑥) = 𝑥2 , shown in Figure 4.8. At 𝑥 = −2, the graph of 𝑓(𝑥) is heading downhill, and the slope of the tangent line is negative, so 𝑓′ (−2) < 0. When 𝑥 = −1, the graph is still heading downhill, but not as steeply. That is, 𝑓′ (−2) < 𝑓′ (−1) < 0. When 𝑥 = 0 the graph is horizontal, so 𝑓′ (0) = 0. When 𝑥 = 1 the graph is heading uphill, so 𝑓′ (1) > 0. When 𝑥 = 2, the graph is heading uphill more steeply, so 𝑓′ (2) > 𝑓′ (1).

Figure 4.8. The graph of 𝑓(𝑥) has a slope that is negative when 𝑥 < 0 and is positive when 𝑥 > 0.

4.5. A Global View

73

Figure 4.9. The value of 𝑓′ (𝑥) gives the slope of the graph of 𝑓(𝑥).

Putting this all together, we have 𝑓′ (−2) < 𝑓′ (−1) < 𝑓′ (0) = 0 < 𝑓′ (1) < 𝑓′ (2).

(4.30)

Without doing a single computation, we know that the graph of 𝑓′ (𝑥) looks more-orless like the line shown in Figure 4.9. Notice that: • The sign of 𝑓′ (𝑥) tells you which way the graph of 𝑓(𝑥) is heading. When 𝑓′ (𝑥) > 0, the graph of 𝑓(𝑥) is heading uphill. When 𝑓′ (𝑥) < 0, the graph of 𝑓(𝑥) is heading downhill. • The size of 𝑓′ (𝑥) tells you how steeply 𝑓(𝑥) is heading uphill or downhill. Steep uphills have 𝑓′ (𝑥) ≫ 0, while steep downhills have 𝑓′ (𝑥) ≪ 0. • When 𝑓′ (𝑥) changes sign from negative to positive, it means that 𝑓(𝑥) has stopped going downhill and is about to go uphill. In other words, we’re at the bottom of a valley, also called a local minimum. At the top of a hill (a local maximum, not shown in this example), 𝑓′ (𝑥) goes from positive to negative. • If 𝑓(𝑥) is differentiable at a local maximum (or minimum), we must have 𝑓′ (𝑥) = 0 there. This is the 3rd Pillar of Calculus:

What goes up has to stop before it comes down. • The value of 𝑓′ (𝑥) says absolutely nothing about the value of 𝑓(𝑥). It only says how fast the value of 𝑓(𝑥) is changing. Now that we’ve studied our example qualitatively, let’s do some calculations. We can compute 𝑓′ (−2) from the definition, using algebra: 𝑓′ (−2) = (4.31)

=

(−2 + ℎ)2 − (−2)2 ℎ ℎ→0 4 − 4ℎ + ℎ2 − 4 lim = lim −4 + ℎ = −4. ℎ ℎ→0 ℎ→0 lim

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4. Track the Changes!

Similar calculations give the values of 𝑓′ (−1), 𝑓′ (0), 𝑓′ (1), and 𝑓′ (2): (−1 + ℎ)2 − (−1)2 ℎ ℎ→0 1 − 2ℎ + ℎ2 − 1 = lim ℎ ℎ→0 2 (0 + ℎ) − (0)2 𝑓′ (0) = lim ℎ ℎ→0 ℎ2 = lim ℎ→0 ℎ (1 + ℎ)2 − (1)2 𝑓′ (1) = lim ℎ ℎ→0 1 + 2ℎ + ℎ2 − 1 = lim ℎ ℎ→0 2 (2 + ℎ) − (2)2 𝑓′ (2) = lim ℎ ℎ→0 4 + 4ℎ + ℎ2 − 4 = lim ℎ ℎ→0

𝑓′ (−1) = lim

(4.32)

= lim −2 + ℎ = −2, ℎ→0

= lim ℎ = 0, ℎ→0

= lim 2 + ℎ = 2, ℎ→0

= lim 4 + ℎ = 4. ℎ→0

Notice that we did essentially the same calculation each time. Instead of repeating it for each value of 𝑥 that we care about, we can use algebra to do the calculation for every value of 𝑥, once and for all, as in Figure 4.10: 𝑓′ (𝑥)

(𝑥 + ℎ)2 − (𝑥)2 ℎ ℎ→0 2 𝑥 + 2𝑥ℎ + ℎ2 − 𝑥2 = lim ℎ ℎ→0 = lim 2𝑥 + ℎ

=

lim

ℎ→0

(4.33)

= 2𝑥. y

y=x

h + 2xh + x slope = h + 2x x

h + 2xh h

x

x+h

x

Figure 4.10. The calculation of 𝑓′ (𝑥) is just like the calculation of 𝑓′ (1).

4.5. A Global View

75

We have now explored the derivative function 𝑓′ (𝑥) (of 𝑓(𝑥) = 𝑥2 ) from all four perspectives: (1) As an algorithm. For each value of 𝑎, compute the slope 𝑓′ (𝑎) of the graph 𝑦 = 𝑥2 using the methods of the previous section. (2) As a table. 𝑥

𝑓′ (𝑥)

−2

−4

−1

−2

0

0

1

2

2

4

(3) As a graph. See Figure 4.9 on p. 73. (4) As a formula. 𝑓′ (𝑥) = 2𝑥. There are several different notations for the derivative function. The most common are 𝑑𝑓(𝑥) 𝑑𝑓 , or for short. 𝑑𝑥 𝑑𝑥 If there is a variable 𝑦 and 𝑦 = 𝑓(𝑥), we sometimes write 𝑑𝑦/𝑑𝑥 instead of 𝑑𝑓/𝑑𝑥. The letter 𝑑 stands for “difference”, and the letter Δ that we previously used for the change in a variable is just the Greek equivalent of 𝑑. When computing difference quotients we write Δ𝑦/Δ𝑥, but when we talk about the limit of that quotient we write 𝑑𝑦/𝑑𝑥.

(4.34)

𝑓′ (𝑥)

and

We also sometimes use a dot to mean a derivative with respect to time. That is, if 𝑦 = 𝑓(𝑡), then 𝑑𝑓 = 𝑓′ (𝑡). 𝑑𝑡 The dot notation is especially useful in physics, where many quantities depend both on position (𝑥) and time (𝑡), and we use a dot to denote a derivative with respect to time. ′ Finally, if 𝑓(𝑥) is given by a formula, say 𝑓(𝑥) = 𝑥2 sin(𝑥), we might write (𝑥2 sin(𝑥)) instead of 𝑓′ (𝑥) and 𝑑(𝑥2 sin(𝑥))/𝑑𝑥 instead of 𝑑𝑓/𝑑𝑥. (4.35)

𝑦̇ =

So why do we have all these different notations? One reason is historical (and stupid). The two primary inventors of calculus were Isaac Newton and Gottfried Leibniz, and there was a big controversy over who should get credit for what. Newton used 𝑓′ and 𝑓,̇ so generations of British scientists followed his example. Leibniz used 𝑑𝑦/𝑑𝑥 and 𝑑𝑓/𝑑𝑥 and 𝑑𝑓/𝑑𝑡, so generations of continental European scientists followed his example. There was a big rivalry between British and continental scientists, neither side would budge, and both notations stuck. A better reason is that there are real advantages to both notations. We’ll see that when we get to the chain rule in Chapter 5. Leibniz’s notation gets to the heart of what the chain rule means and is much better for doing related rates problems, while

76

4. Track the Changes!

Newton’s notation is much better for computing the derivative of sin(𝑥2 −7). It’s worth your while to learn all of these notations. We close this section with a worked problem: Problem: Use a linear approximation to estimate 9.9752 and 10.052 . Solution: We are studying the function 𝑓(𝑥) = 𝑥2 . Since 𝑓′ (𝑥) = 2𝑥, 𝑓′ (10) = 20. The microscope equation tells us that, for 𝑥 close to 10, 𝑥2 = 𝑓(𝑥) (4.36)

≈

𝑓(10) + 𝑓′ (10)(𝑥 − 10)

=

100 + 20(𝑥 − 10).

Thus 9.9752 ≈ 100 + 20(−0.025) = 99.5, and (4.37)

10.052 ≈ 100 + 20(0.05)

= 101.

2

The exact values turn out to be 9.975 = 99.500625 and 10.052 = 101.0025. Our linear approximation is both simple and accurate.

4.6. Chapter Summary The Main Ideas. • We can estimate rates of change from data using forward, backward, or centered difference quotients. If ℎ > 0, those are 𝑓(𝑥 + ℎ) − 𝑓(𝑥) 𝑓(𝑥) − 𝑓(𝑥 − ℎ) 𝑓(𝑥 + ℎ) − 𝑓(𝑥 − ℎ) , , and , ℎ ℎ 2ℎ respectively. Sometimes there is only enough data to do it one of the three ways, but when we have a choice we should generally use centered differences, which are more accurate.

(4.38)

• Rates of change aren’t just for things that vary in time. If a factory makes 𝑥 items, then the rate of change with respect to 𝑥 of the cost, revenue, and profit are called the marginal cost, marginal revenue, and marginal profit. Decisions on whether to increase or decrease production should be based on whether the marginal profit is positive or negative, or equivalently on whether the marginal revenue is greater than or less than the marginal cost. • All smooth functions look linear when you zoom in enough, so it makes sense to look for linear approximations. • If a function 𝑓(𝑥) changes at rate 𝑓′ (𝑎) when 𝑥 = 𝑎, then the linear approximation (4.39)

𝑓(𝑥) ≈ 𝑓(𝑎) + 𝑓′ (𝑎)(𝑥 − 𝑎),

also called the microscope equation, is very accurate whenever 𝑥 is sufficiently close to 𝑎. • The derivative 𝑓′ (𝑎) of the function 𝑓(𝑥) at 𝑥 = 𝑎 can be understood as: – the rate of change of the function when 𝑥 = 𝑎,

4.7. Exercises

77

– the slope of the line tangent to the graph at 𝑥 = 𝑎, – the multiplier in the best linear approximation, 𝑓(𝑥)−𝑓(𝑎) – the limit lim𝑥→𝑎 𝑥−𝑎 , and – the limit limℎ→0

𝑓(𝑎+ℎ)−𝑓(𝑎) . ℎ

• We don’t need tables of values to compute derivatives. Most of the time, it’s easier to use algebra. • The derivative function is the function 𝑓′ (𝑥) whose value at each point is the derivative of 𝑓(𝑥) at that point. • The value of 𝑓′ (𝑥) gives the rate of change of 𝑓(𝑥), but does not say anything about the value of 𝑓(𝑥). Equivalently, the height of the graph of 𝑓′ (𝑥) gives the slope of the graph of 𝑓(𝑥), but does not say anything about the height of the graph of 𝑓(𝑥). • The sign of 𝑓′ (𝑥) tells whether 𝑓(𝑥) is increasing. – When 𝑓′ (𝑥) > 0, 𝑓(𝑥) is increasing. – When 𝑓′ (𝑥) < 0, 𝑓(𝑥) is decreasing. – When 𝑓(𝑥) hits a maximum or a minimum, then 𝑓′ (𝑥) = 0 (or does not exist). • It is often possible to find a formula for 𝑓′ (𝑥) by using algebra to compute the limit (4.40)

𝑓′ (𝑥) = lim

ℎ→0

𝑓(𝑥 + ℎ) − 𝑓(𝑥) . ℎ

Expectations. You should be able to: • Use tables of data to compute rates of change. • Use rates of change to make linear approximations (the microscope equation). • Use marginal costs, revenues, and profits to improve the profitability of a factory. • Explain how the different definitions of 𝑓′ (𝑎) are related. • Compute the derivatives of simple functions such as 𝑓(𝑥) = 𝑥2 and 𝑓(𝑥) = 1/𝑥 using limits and algebra. • Relate the derivative of a function to the shape of its graph. • Relate the shape of the graph of a function to the graph of its derivative.

4.7. Exercises MATLAB tip: A number of the following exercises involve graphing functions with MATLAB and zooming in and out of the picture. The graphs are most easily generated using the “plot” or “fplot” commands. The drop-down menus for the figure itself contain commands for zooming in and out. You can generate multiple graphs on the same axes directly using the “plot” command (type “help plot” at the MATLAB prompt for details), or by adding new graphs one at a time with the help of the “hold on” command.

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4. Track the Changes!

Population Growth. The following table gives the populations of Texas and Puerto Rico (in millions, to two decimal places) between 2001 and 2020. Use this data for Exercises 4.1–4.3. Year

TX

PR

Year

TX

PR

2001

21.33

3.67

2011

25.67

3.56

2002

21.72

3.66

2012

26.06

3.54

2003

22.10

3.65

2013

26.45

3.50

2004

22.49

3.64

2014

26.96

3.45

2005

22.93

3.63

2015

27.47

3.38

2006

23.51

3.62

2016

27.86

3.28

2007

23.90

3.62

2017

28.30

3.16

2008

24.33

3.61

2018

28.63

3.04

2009

24.78

3.60

2019

29.00

2.93

2010

25.25

3.58

2020

29.90

2.86

4.1.

We are going to compare forward, backward, and centered differences for understanding how fast Texas was growing in 2006. Let 𝑇𝑋(𝑡) be the population of Texas in year 𝑡. (a) Using a forward difference with Δ𝑡 = 5 years, estimate the rate of change 𝑇𝑋 ′ (2006). Repeat with Δ𝑡 = 2. Repeat again with Δ𝑡 = 1. (b) Now use backward differences with Δ𝑡 = 5 years, 2 years, and 1 year to estimate 𝑇𝑋 ′ (2006). (c) Finally, use centered differences with Δ𝑡 = 5 years, 2 years, and 1 year to estimate 𝑇𝑋 ′ (2006). (d) Which of these nine estimates do you think is the most accurate? Why?

4.2.

Now that we know the population of Texas in 2006 and how fast it was changing, let’s see what that says about the population of Texas in other years. (a) Using your best estimated value of 𝑇𝑋 ′ (2006) from Exercise 4.1, write the microscope equation for 𝑇𝑋(𝑡). (b) Use the linear approximation from part (a) to estimate the population of Texas in 2010, 2015, and 2020. (c) Using MATLAB, generate a graph that shows both the actual population and the linear approximation from 𝑡 = 2001 through 𝑡 = 2020 on the same set of axes. Would you say that the linear approximation does a good job of describing Texas’s population growth?

4.3.

Now let’s study the population 𝑃𝑅(𝑡) of Puerto Rico in year 𝑡. (a) Using a forward difference with Δ𝑡 = 2 years, estimate 𝑃𝑅′ (2006). Repeat with Δ𝑡 = 1. (b) Now use backward differences with Δ𝑡 = 2 years and 1 year to estimate 𝑃𝑅′ (2006). (c) Finally, use centered differences with Δ𝑡 = 2 years and 1 year to estimate 𝑃𝑅′ (2006). (d) Which of these six estimates do you think is the most accurate? Why?

4.7. Exercises

4.4.

79

The problem with using a small Δ𝑡 to estimate 𝑃𝑅′ (2006) is that, after rounding to the nearest 10,000, we don’t see any change at all between 2006 and 2007! To get accurate results, we have to make sure that the change in our function is bigger than our round-off errors, or our actual errors in measurement. (a) Here is Puerto Rico’s population (in millions) to three decimals instead of two: Year

PR

2005

3.631

2006

3.623

2007

3.616

2008

3.608

Using this more accurate data set, estimate 𝑃𝑅′ (2006). (b) Explain why we needed more accurate data to estimate 𝑃𝑅′ (2006), but we didn’t need more accurate data to estimate 𝑇𝑋 ′ (2006). Food for Thought: In general, using the smallest possible Δ𝑡 is a good idea when our data is exact, as with a mathematical function like 𝑥2 or 𝑒𝑥 . However, when there are errors in the data, it’s sometimes necessary to use a bigger baseline to average out random fluctuations and rounding errors. 4.5.

The following table shows the net annual revenue for Dell Technologies, in billions of dollars, between 1996 and 2020. Year

$B

Year

$B

Year

$B

2001

31.9

2011

61.5

2002

31.2

2012

62.1

2003

35.3

2013

56.9

2004

41.3

2014

55.6

2005

49.1

2015

54.1

1996

5.3

2006

55.8

2016

50.9

1997

7.8

2007

57.4

2017

61.6

1998

12.3

2008

61.1

2018

79.0

1999

18.2

2009

61.1

2019

90.6

2000

25.3

2010

52.9

2020

92.2

(a) Using MATLAB, graph the revenue as a function of time from 1996 through 2020. (b) This graph is not at all close to a straight line, so it doesn’t make sense to approximate the entire revenue curve with a single linear function. However, there are shorter periods of time when Dell’s revenue grew (or shrank) at a more-or-less constant rate. Identify at least two such time periods.

80

4. Track the Changes!

(c) For one of those time periods, draw a straight line (either electronically or with a pencil) that comes close to tracking the curve. What is the slope of that line? Does that correspond to the actual difference quotient Δ𝑓/Δ𝑡 for an interval? Functions that Repeat 4.6.

For this exercise, look the graph of the function 𝑓(𝑥) = sin(𝑥) between 𝑥 = −1 and 𝑥 = 12. While any graph will do, a graph generated with MATLAB is best, since then you can zoom in on different portions of the graph. (a) What are the 𝑥-intercepts of sin(𝑥)? That is, where is the function 0? (b) On what interval(s) is the function 𝑓(𝑥) increasing? Decreasing? (c) At what 𝑥 value(s) is 𝑓(𝑥) increasing most rapidly? Approximately how fast is 𝑓(𝑥) increasing at this value of 𝑥? (d) What is the largest value of 𝑓(𝑥) on the interval −1 ≤ 𝑥 ≤ 12? (e) Zoom in on the portion of the graph near 𝑥 = 0 until it looks like a straight line. What is the slope of this line? (f) Use the slope you found in part (e) and the point (0, 𝑓(0)) to find a linear approximation to sin(𝑥) for 𝑥 close to 0.

4.7.

For this exercise, look at the graphs of ℎ(𝑥) = cos(𝑥) and 𝑔(𝑥) = cos(2𝑥) between 𝑥 = −2𝜋 and 𝑥 = 2𝜋. (a) How far apart are the 𝑥-intercepts of ℎ(𝑥)? How far apart are the 𝑥-intercepts of 𝑔(𝑥)? (b) The graph of 𝑔(𝑥) has a repeating pattern. How often does it repeat? The graph of ℎ(𝑥) also has a repeating pattern. How often does it repeat? (c) Compare the graphs of ℎ(𝑥) and 𝑔(𝑥). Can you get one of them by compressing or stretching the other vertically? If so, how? Can you get one of them by compressing or stretching the other horizontally? If so, how? (d) How fast is ℎ(𝑥) increasing at its steepest point? How fast is 𝑔(𝑥) increasing at its steepest point?

4.8.

In Exercises 4.6 and 4.7, the functions involved had a repeating pattern. Give three examples of applications where a function that repeats would be useful for modeling a behavior.

Approximate Derivatives and Microscopes 4.9.

The price at which a manufacturer can sell 𝑥 units of a certain product is 𝑝(𝑥) = 300 − 𝑥 for 0 ≤ 𝑥 ≤ 300. (a) The function 𝑝(𝑥) is obviously a decreasing function of 𝑥. Explain why price functions are generally decreasing functions of quantity. (b) Compute the revenue function 𝑅(𝑥). 𝑅(𝑥) − 𝑅(100) (c) Let 𝑄(𝑥) = . Using a rough graph for 𝑅(𝑥), draw a sche𝑥 − 100 matic diagram explaining the geometric meaning of this difference quotient. (d) Use algebra to find a simplified formula for 𝑄(𝑥).

4.7. Exercises

81

(e) Using your expression from part (d), compute 𝑄(102), 𝑄(101), 𝑄(100.5), and 𝑄(100.1). What value does 𝑄(𝑥) appear to be approaching as 𝑥 approaches 100? What is your best estimate of 𝑅′ (100)? (f) Using the value of 𝑅′ (100) that you found in part (e), approximate the increase in revenue that would be expected if production increased from 100 units to 101 units. Use good notation and fully explain your solution. (g) Compute the actual increase in revenue that would occur if production increased from 100 units to 101 units. How does that compare to your answer in part (f)? 4.10.

Approximate the derivative of each function, at the given value 𝑥 = 𝑎, in two different ways. • Use a computer microscope (e.g., MATLAB) to view the graph of 𝑓 near 𝑥 = 𝑎. Zoom in until the graph looks straight and find its slope. • Use a calculator to find the value of the centered difference quotient 𝑓(𝑎 + ℎ) − 𝑓(𝑎 − ℎ) 2ℎ for ℎ = 0.1, 0.01, 0.001, and 0.0001. Based on these quotients, give your best estimate for 𝑓′ (𝑎). (a) 𝑓(𝑥) = 1/𝑥2 at 𝑥 = 1. (b) 𝑓(𝑥) = 𝑥3 at 𝑥 = 2.

4.11.

Write the microscope equation for each function at the indicated point. You will want to use your results from Exercise 4.10. (a) 𝑓(𝑥) = 1/𝑥2 at 𝑥 = 1. (b) 𝑓(𝑥) = 𝑥3 at 𝑥 = 2.

4.12.

This exercise uses the microscope equation for 𝑓(𝑥) = 𝑥3 at 𝑥 = 2 that you constructed in Exercise 4.11(b). (a) What is Δ𝑥 when 𝑥 = 2.05? What estimate does the microscope equation give for 𝑓(2.05)? How does that compare to the exact value of 𝑓(2.05), namely 8.615125? (b) What estimate does the microscope equation give for 𝑓(2.02)? How far is that from the exact value of 8.242408? (c) What estimate does the microscope equation give for 𝑓(1.99)? How far is this from the exact value of 7.880599? (d) The error in parts (b)–(d) is roughly proportional to what power of Δ𝑥?

4.13.

Suppose ℎ(𝑥) is a function for which ℎ(3) = 10 and ℎ′ (3) = 1.5. (a) Write the microscope equation for ℎ at 𝑥 = 3. (b) Draw the graph of what you would see in a microscope. Do you need a formula for ℎ(𝑥) in order to do this? (c) If 𝑥 = 3.2, what is Δ𝑥 in the microscope equation? What estimate does the microscope equation give for Δℎ? What estimate does the microscope equation then give for ℎ(3.2)? (d) What estimates does the microscope equation give for ℎ(3.25), ℎ(2.9), and ℎ(5)? Do you think these estimates are equally reliable? Why or why not?

82

4. Track the Changes!

4.14.

Suppose 𝑓(𝑡) is a function for which 𝑓(−2) = 5 and 𝑓′ (−2) = 2. (a) Write the microscope equation for 𝑓 at 𝑡 = −2. (b) Draw the graph of what you see in the microscope. (c) Estimate 𝑓(−2.5) and 𝑓(−2.75). (d) For what value of 𝑡 near −2 would you estimate that 𝑓(𝑡) = 6? For what value of 𝑡 would you estimate 𝑓(𝑡) = 5.5?

4.15.

Suppose that 𝑓(𝑎) = 𝑏, 𝑓′ (𝑎) = −2, and 𝑘 is a small number. Which of the following is the estimate for 𝑓(𝑎+𝑘) that comes from the microscope equation? Explain.

4.16.

𝑎 + 2𝑘

𝑎 − 2𝑘

𝑏 + 2𝑘

𝑏 − 2𝑘

2𝑎 + 2𝑏

2𝑎 − 2𝑏

2𝑏 − 𝑘

𝑓′ (𝑎 − 2𝑘)

Suppose that 𝑓 is differentiable at 𝑎, and that ℎ is a very small number. Explain why each expression either is or isn’t a reasonable approximation of 𝑓′ (𝑎).

𝑓(𝑎 − ℎ) − 𝑓(𝑎) ℎ 𝑓(𝑎 + ℎ) − 𝑓(ℎ) (c) ℎ Functions and Their Derivatives

𝑓(𝑎 + 2ℎ) − 𝑓(𝑎 − 2ℎ) 4ℎ 𝑓(𝑎 + ℎ) − 𝑓(𝑎 − ℎ) (d) ℎ

(a)

4.17.

(b)

If 𝑎 and 𝑏 are any two numbers, then (𝑎 + 𝑏)3 = 𝑎3 + 3𝑎2 𝑏 + 3𝑎𝑏2 + 𝑏3 . Using this identity and the formula 𝑓′ (1) = lim

ℎ→0

derivative of 𝑓(𝑥) = 𝑥3 at 𝑥 = 1. 4.18.

𝑓(1 + ℎ) − 𝑓(1) , compute the ℎ

As in Exercise 4.17, let 𝑓(𝑥) = 𝑥3 . Using the formula 𝑓′ (𝑎) = lim

ℎ→0

𝑓(𝑎 + ℎ) − 𝑓(𝑎) ℎ

for the derivative of 𝑓(𝑥) at an arbitrary point 𝑥 = 𝑎, compute the following derivatives. (a) 𝑓′ (−1)

(b) 𝑓′ (0)

(c) 𝑓′ (2)

(d) Repeating the calculation, only with 𝑥 instead of −1, 0, or 2, find the formula for 𝑓′ (𝑥). 4.19.

If 𝑎 and 𝑏 are any two numbers and if 𝑎 ≠ 𝑏, then 𝑏3 − 𝑎3 = 𝑏2 + 𝑎𝑏 + 𝑎2 . 𝑏−𝑎 Let 𝑓(𝑥) = 𝑥3 . Using the identity above and the formula 𝑓′ (𝑎) = lim

𝑥→𝑎

𝑓(𝑥) − 𝑓(𝑎) , 𝑥−𝑎

4.7. Exercises

83

compute the following derivatives. (a) 𝑓′ (0)

(b) 𝑓′ (1)

(c) 𝑓′ (2)

(d) What is the problem with using this approach to find the formula for 𝑓′ (𝑥)? 4.20.

Consider the graph of a mystery function 𝑓(𝑥) between 𝑥 = 0 and 𝑥 = 3. We know that 𝑓(𝑥) is differentiable and that 𝑓(0) = 1. We are also told that 0.25 ≤ 𝑓′ (𝑥) ≤ 1

when 0 ≤ 𝑥 ≤ 1,

′

0 ≤ 𝑓 (𝑥) ≤ 2

when 1 ≤ 𝑥 ≤ 2,

′

−0.5 ≤ 𝑓 (𝑥) ≤ 0

when 2 ≤ 𝑥 ≤ 3.

(a) First consider 𝑓(𝑥) for 𝑥 between 0 and 1. Write an expression (in terms of 𝑥) for the largest possible value of 𝑓(𝑥). Write an expression for the smallest possible value of 𝑓(𝑥). What are the possible values of 𝑓(1)? (b) Repeat part (a) for 𝑥 between 1 and 2, using what you just learned about 𝑓(1). What are the possible values of 𝑓(2)? (c) Repeat part (a) for 𝑥 between 2 and 3. (d) Draw and shade the smallest region in the 𝑥-𝑦 plane that the graph of 𝑓(𝑥) must lie in. Suppose that for a function 𝑔(𝑥), 𝑔(0) = 0, and that 0 ≤ 𝑔′ (𝑥) ≤ 2 for all values of 𝑥 between 0 and 4. (a) Explain why the graph of 𝑔 must lie entirely in the shaded region below:

4 3 𝑦 = 𝑔(𝑥)

4.21.

2 1 0

0

1

2 𝑥

3

4

(b) Suppose that 𝑔(2) = 1 and 𝑔(3) = 2, as indicated in the figure. Draw the smallest region in which the graph of 𝑔 must lie. (Hint: How do the conditions on 𝑔′ (𝑥) constrain the values of 𝑔(𝑥) to the right and to the left of the indicated points?)

84

4. Track the Changes!

4.22.

For each function graphed below, sketch the graph of its derivative.

(a)

(b)

6 𝑓(𝑥)

2 𝑓(𝑥)

1 4 𝑥 −3

−2

−1

2

−1

1

2

(c)

2

1

2

3

−1

−2

𝑥 −2

1

2

(d)

𝑓(𝑥)

𝑓(𝑥) 4

1 2 𝑥 −3

−2

−1

1

2

3

𝑥 −3

−2

−1

−1 −2 −2

3

Chapter 5

Computing and Using Derivatives (What Goes Up Has to Stop Before it Comes Down)

There are three questions you should ask about every mathematical concept that you encounter: • What is it? • How do you compute it? • What is it good for? For derivatives, Chapter 4 was all about the first question. We learned that derivatives are limits of difference quotients and are closely connected to linear approximations. In this chapter, we’ll tackle the second and third questions. In the first half of the chapter, we’ll develop some rules and formulas for computing derivatives. In Chapter 4 we saw that the derivative of 𝑓(𝑥) = 𝑥2 is 𝑓′ (𝑥) = 2𝑥, 5𝑥3 − 3𝑥 + sin(𝑥2 ) but how can we find the derivative of 𝑔(𝑥) = ? Working that out dicos(2𝑥 + 17) 𝑔(𝑥 + ℎ) − 𝑔(𝑥) rectly from the definition 𝑔′ (𝑥) = lim is ridiculously hard, but with the ℎ ℎ→0 methods we are going to develop, computing derivatives of even the ugliest functions will become easy. In the second half of the chapter, we’ll see what derivatives are good for. The biggest application is finding the values of a variable that maximize or minimize a function like profit, allowing us to optimize our business strategy. We consider two kinds of business optimization problems, one where we control the production level and the 85

86

5. Computing and Using Derivatives

market determines the price, and one where we control the price and the market determines the demand. Another important application is to use properties of 𝑓′ (𝑥) to sketch the graph of a function 𝑓(𝑥), thereby visualizing how the function behaves. “A picture is worth a thousand words!” We’ll take the derivative of 𝑓′ (𝑥) (also called the second derivative of 𝑓(𝑥), denoted 𝑓″ (𝑥) or 𝑑 2 𝑓/𝑑𝑥2 ) and use it to tell us even more about the graph of 𝑓(𝑥). Finally, we will see how derivatives can help us solve complicated equations.

5.1. Building Blocks Most functions that you’ll see are built by combining several very basic functions: • Powers of 𝑥. That is, 𝑓(𝑥) = 𝑥𝑛 . This includes not only functions like 𝑥2 and 𝑥3 , 1 but also functions like 𝑥 = 𝑥−1 , √𝑥 = 𝑥1/2 and 1 = 𝑥0 . • The trigonometric functions sin(𝑥) and cos(𝑥). Later we’ll add tan(𝑥), cot(𝑥), sec(𝑥) and csc(𝑥) to the list, but those can be built from sin(𝑥) and cos(𝑥). • The exponential function 𝑓(𝑥) = 𝑎𝑥 , where 𝑎 is a fixed positive number. Eventually we’ll add logarithms, which are inverse exponentials, to the list. So let’s figure out the derivatives of these functions, starting with simple powers of 𝑥. The Power Law (Newton’s Hammer). We already saw that the derivative of 𝑥2 is 2𝑥. The derivative of 𝑥3 is (𝑥3 )′

=

(𝑥 + ℎ)3 − 𝑥3 ℎ ℎ→0

=

(𝑥3 + 3𝑥2 ℎ + 3𝑥ℎ2 + ℎ3 ) − 𝑥3 ℎ ℎ→0

=

3𝑥2 ℎ + 3𝑥ℎ2 + ℎ3 ℎ ℎ→0

= (5.1)

=

lim

lim

lim

lim 3𝑥2 + 3𝑥ℎ + ℎ2

ℎ→0

3𝑥2 .

The details of the expansion of (𝑥 + ℎ)3 aren’t very important. What’s important is that (5.2)

(𝑥 + ℎ)3 = 𝑥3 + 3𝑥2 ℎ + terms with 2 or more powers of ℎ,

meaning that the extra terms involve ℎ2 or ℎ3 , but not ℎ to a power that is less than 2. Subtracting 𝑥3 and dividing by ℎ, we get that (5.3)

(𝑥 + ℎ)3 − 𝑥3 = 3𝑥2 + terms with 1 or more power of ℎ. ℎ

5.1. Building Blocks

87

However, all terms with 1 or more power of ℎ go to 0 as ℎ → 0, so (𝑥 + ℎ)3 − 𝑥3 ℎ ℎ→0 lim

= =

(5.4)

=

3𝑥2 ℎ + terms with 2 or more powers of ℎ ℎ ℎ→0 lim

lim (3𝑥2 + terms with 1 or more power of ℎ)

ℎ→0

3𝑥2 .

We will use the notation 𝑂(ℎ2 ) to mean “terms with 2 or more powers of ℎ”, and 𝑂(ℎ) to mean “terms with 1 or more power of ℎ”. This simplifies our algebra, since when we add two 𝑂(ℎ2 ) terms or when we multiply an 𝑂(ℎ2 ) term by 𝑥, we still get 𝑂(ℎ2 ). The first few powers of 𝑥 + ℎ are then as follows. (𝑥 + ℎ)2 =

𝑥2 + 2𝑥ℎ + ℎ2

(𝑥 + ℎ)3 =

(𝑥 + ℎ)2 (𝑥 + ℎ)

= = (𝑥 + ℎ)4 = (5.5)

=

= 𝑥2 + 2𝑥ℎ + 𝑂(ℎ2 ),

(𝑥2 + 2𝑥ℎ + 𝑂(ℎ2 ))(𝑥 + ℎ) 𝑥3 + 𝑥2 ℎ + 2𝑥2 ℎ + 2𝑥ℎ2 + 𝑂(ℎ2 ) = 𝑥3 + 3𝑥2 ℎ + 𝑂(ℎ2 ), (𝑥 + ℎ)3 (𝑥 + ℎ) (𝑥3 + 3𝑥2 ℎ + 𝑂(ℎ2 ))(𝑥 + ℎ)

= 𝑥4 + 4𝑥3 ℎ + 𝑂(ℎ2 ).

Do you see the pattern? No matter how many powers of (𝑥 + ℎ) we take, we always have (5.6)

(𝑥 + ℎ)𝑛 = 𝑥𝑛 + 𝑛𝑥𝑛−1 ℎ + 𝑂(ℎ2 ).

To make absolutely sure that equation (5.6) works for all powers 𝑛, we apply a recursive argument called mathematical induction. Once we know that equation (5.6) works for a particular value of 𝑛 (say, 𝑛 = 𝑘), we can check it for the next value of 𝑛: (𝑥 + ℎ)𝑘+1

(5.7)

=

(𝑥 + ℎ)𝑘 (𝑥 + ℎ)

=

(𝑥𝑘 + 𝑘𝑥𝑘−1 ℎ + 𝑂(ℎ2 ))(𝑥 + ℎ)

=

𝑥𝑘+1 + 𝑘𝑥𝑘 ℎ + 𝑥𝑘 ℎ + 𝑂(ℎ2 )

=

𝑥𝑘+1 + (𝑘 + 1)𝑥𝑘 ℎ + 𝑂(ℎ2 ),

which is equation (5.6) with 𝑛 = 𝑘 + 1. Since we already know that equation (5.6) works for 𝑛 = 1, the recursion tells us that it must also work for 𝑛 = 2, so it must also work for 𝑛 = 3, 𝑛 = 4, and so on forever.

88

5. Computing and Using Derivatives

Equation (5.6) tells us that (𝑥𝑛 )′ =

𝑑𝑥𝑛 𝑑𝑡

= = =

(5.8)

=

(𝑥 + ℎ)𝑛 − 𝑥𝑛 ℎ ℎ→0 𝑛 𝑥 + 𝑛𝑥𝑛−1 ℎ + 𝑂(ℎ2 ) − 𝑥𝑛 lim ℎ ℎ→0 𝑛−1 lim (𝑛𝑥 + 𝑂(ℎ)) lim

ℎ→0 𝑛−1

𝑛𝑥

.

That’s it! We have just figured out the derivative of infinitely many powers of 𝑥. The power law formula (𝑥𝑛 )′ = 𝑛𝑥𝑛−1

(5.9)

is so useful that it even has a nickname: Newton’s hammer. Strictly speaking, we have only proven Newton’s hammer when 𝑛 is a whole number, but the same formula also works when 𝑛 is a fraction or is negative. Once we develop the product, quotient, and chain rules, we’ll see why. There is an important special case of this formula. When 𝑛 = 0, then 𝑥𝑛 = 𝑥0 = 1. By definition, constants don’t change, so the derivative of a constant is 0. This agrees with our formula, since when 𝑛 = 0, 𝑛𝑥𝑛−1 = 0𝑥−1 = 0.

Sines and Cosines. Next we turn to the trigonometric functions sin(𝑥) and cos(𝑥). We’ll go into these in much more detail in the next chapter, but for now just look at their graphs. The graph of sin(𝑥), shown in Figure 5.1, shows that sin(𝑥) is increasing whenever cos(𝑥) is positive and is decreasing whenever cos(𝑥) is negative. This suggests that the derivative of sin(𝑥) has something to do with cos(𝑥). Similarly, cos(𝑥) is increasing whenever sin(𝑥) is negative and is decreasing whenever sin(𝑥) is positive, so the derivative of cos(𝑥) has something to do with − sin(𝑥). In fact, as long as we work in radians,1 the derivatives of sin(𝑥) and cos(𝑥) are simply as shown in (5.10). (5.10)

𝑑 sin(𝑥) = cos(𝑥) 𝑑𝑥

and

𝑑 cos(𝑥) = − sin(𝑥) 𝑑𝑥

Equation (5.10) looks right, but how do we know that it’s really true? To actually compute the derivatives of sin(𝑥) and cos(𝑥), we need the addition-of-angle formulas from trigonometry. (See the supplemental materials in Section 6.7 for a derivation of these formulas, as well as for a general review of trigonometry.) If 𝐴 and 𝐵 are any angles, then (5.11)

sin(𝐴 + 𝐵)

=

sin(𝐴) cos(𝐵) + cos(𝐴) sin(𝐵),

cos(𝐴 + 𝐵)

=

cos(𝐴) cos(𝐵) − sin(𝐴) sin(𝐵).

1 If we work in degrees, then the derivative of sin(𝑥) is we always use radians.

𝜋 180

cos(𝑥), which is ugly. When doing calculus,

5.1. Building Blocks

89

Figure 5.1. The graphs of sin(𝑥) and cos(𝑥)

This means that sin(𝑥 + ℎ) − sin(𝑥) ℎ

=

sin(𝑥) cos(ℎ) + cos(𝑥) sin(ℎ) − sin(𝑥) ℎ

= sin(𝑥) ( cos(𝑥 + ℎ) − cos(𝑥) ℎ (5.12)

=

cos(ℎ) − 1 sin(ℎ) , ) + cos(𝑥) ℎ ℎ

cos(𝑥) cos(ℎ) − sin(𝑥) sin(ℎ) − cos(𝑥) ℎ

= cos(𝑥) (

sin(ℎ) cos(ℎ) − 1 . ) − sin(𝑥) ℎ ℎ

To understand these limits as ℎ → 0, we have to understand how the quotients sin(ℎ) and ℎ behave as ℎ → 0. As you can see from Table 5.1, the closer ℎ gets to

cos(ℎ)−1 ℎ

Table 5.1. Behavior of

ℎ

sin(ℎ)

sin(ℎ) ℎ

and

cos(ℎ)−1 ℎ

as ℎ → 0

sin(ℎ) ℎ

cos(ℎ) − 1

cos(ℎ)−1 ℎ

−1.00

−0.8414700

0.84147

−0.459700

0.45970

−0.10

−0.0998330

0.99833

−0.004996

0.04996

−0.01

−0.0099998

0.99998

−0.000050

0.00500

0.01

0.0099998

0.99998

−0.000050

−0.00500

0.10

0.0998330

0.99833

−0.004996

−0.04996

1.00

0.8414700

0.84147

−0.459700

−0.45970

90

0, the closer

5. Computing and Using Derivatives

sin(ℎ) ℎ

cos(ℎ)−1 ℎ

gets to 1 and the closer

𝑑 sin(𝑥) 𝑑𝑥

= =

lim

ℎ→0

gets to 0.2 Thus

sin(𝑥 + ℎ) − sin(𝑥) ℎ

lim (sin(𝑥) (

ℎ→0

cos(ℎ) − 1 sin(ℎ) ) + cos(𝑥) ) ℎ ℎ

= 0 sin(𝑥) + 1 cos(𝑥) (5.13)

= cos(𝑥).

The derivative of cos(𝑥) is similar: 𝑑 cos(𝑥) 𝑑𝑥

= =

lim

ℎ→0

cos(𝑥 + ℎ) − cos(𝑥) ℎ

lim (cos(𝑥) (

ℎ→0

sin(ℎ) cos(ℎ) − 1 ) − sin(𝑥) ) ℎ ℎ

= 0 cos(𝑥) − 1 sin(𝑥) (5.14)

= − sin(𝑥).

Exponential Functions. Finally, we consider exponential functions. We will go over exponentials and logarithms systematically in Section 6.2, but for now we just need the basic fact that 𝑎𝑏+𝑐 = 𝑎𝑏 𝑎𝑐 .

(5.15) In particular, 𝑎𝑥+ℎ = 𝑎𝑥 𝑎ℎ , so 𝑑𝑎𝑥 𝑑𝑥

= = =

(5.16)

𝑎𝑥+ℎ − 𝑎𝑥 ℎ ℎ→0 ℎ 𝑥 𝑎 𝑎 − 𝑎𝑥 lim ℎ ℎ→0 ℎ 𝑎 −1 𝑥 lim 𝑎 ℎ ℎ→0 lim

= 𝑘𝑎 𝑎𝑥 ,

where (5.17)

𝑎ℎ − 1 . ℎ ℎ→0

𝑘𝑎 = lim

That is, the derivative of 𝑎𝑥 is proportional to 𝑎𝑥 , and the proportionality constant depends on 𝑎. From the data in Table 5.2, we see that 𝑘2 is around 0.69, 𝑘3 is around 1.10, and 𝑘4 is around 1.38. 2 If you don’t find the table convincing, look at the supplemental materials in Section 5.8, where we provide rigorous computations of these limits.

5.1. Building Blocks

91

Table 5.2. Estimating 𝑘2 , 𝑘3 , and 𝑘4 numerically 2ℎ −1 ℎ

3ℎ −1 ℎ

4ℎ −1 ℎ

-1.000

0.50000

0.66667

0.75000

-0.100

0.66967

1.04042

1.29449

-0.010

0.69075

1.09260

1.37673

-0.001

0.69291

1.09801

1.38533

0.001

0.69339

1.09922

1.38726

0.010

0.69555

1.10467

1.39595

0.100

0.71773

1.16123

1.48698

1.000

1.00000

2.00000

3.00000

ℎ

Since 𝑘2 < 1 < 𝑘3 , there has to be a number, somewhere between 2 and 3, for which the constant is exactly 1. We call this number Euler’s number or Napier’s constant (but not Euler’s constant, which is a different number!), and we denote it with the letter 𝑒. Numerically, 𝑒 ≈ 2.71828. This makes 𝑓(𝑥) = 𝑒𝑥 a very special function. Since 𝑘𝑒 = 1, we have (5.18)

𝑑𝑒𝑥 = 𝑘𝑒 𝑒𝑥 = 𝑒𝑥 , 𝑑𝑥

so 𝑒𝑥 is its own derivative! We also have 𝑒0 = 1, since 𝑎0 = 1 for any value of 𝑎. This means that 𝑦 = 𝑒𝑥 is the solution to the rate equation 𝑦′ = 𝑦

(5.19)

with initial condition 𝑦(0) = 1. We previously saw this rate equation (with an extra factor of 𝑟) in the context of compound interest. If you borrow a dollar from a loan shark at 100% annual interest (compounded continuously), you will owe him 𝑒𝑡 dollars after 𝑡 years. Be sure to pay him back quickly, since if you wait 10 years you’ll wind up owing him over $22,000! Summary. The results of this section are summarized in Table 5.3. Be sure to memorize it! Table 5.3. Derivatives of basic functions

𝑓(𝑥)

𝑓′ (𝑥)

𝑥𝑛

𝑛𝑥𝑛−1

sin(𝑥)

cos(𝑥)

cos(𝑥)

− sin(𝑥)

𝑎𝑥

𝑘𝑎 𝑎𝑥

𝑒𝑥

𝑒𝑥

92

5. Computing and Using Derivatives

5.2. Adding, Subtracting, Multiplying, and Dividing Functions So far we’ve figured out the derivatives of functions like 𝑥3 , sin(𝑥), and 𝑒𝑥 . But what 𝑒𝑥 about functions like 𝑥3 + 2 sin(𝑥) + 17𝑒𝑥 ? Or 5𝑥3 sin(𝑥)? Or 𝑥3 +sin(𝑥) ? It turns out that if we know the derivatives of two functions 𝑓(𝑥) and 𝑔(𝑥), then it’s fairly easy to find the derivatives of 𝑓(𝑥) + 𝑔(𝑥) and 𝑓(𝑥) − 𝑔(𝑥) and 𝑐𝑓(𝑥), where 𝑐 is any constant. Finding the derivatives of the product 𝑓(𝑥)𝑔(𝑥) and the quotient 𝑓(𝑥)/𝑔(𝑥) is a little more complicated, requiring the product rule and the quotient rule, which we will learn in this section. With those rules, we’ll be able to handle all of the examples listed at the beginning of this paragraph. The Trivial Rules: Adding, Subtracting, and Multiplying by Constants. Imagine that a company makes green and blue widgets and stores them for later sale. At time 𝑡, the total number of green widgets in the warehouse is 𝑊1 (𝑡) and the number of blue widgets is 𝑊2 (𝑡). That is, the company is producing green widgets at rate 𝑊1′ (𝑡) and blue widgets at rate 𝑊2′ (𝑡). At a certain time, 𝑊1′ (𝑡) = 10,000 widgets/month and 𝑊2′ (𝑡) = 5000 widgets/month. At what rate is the company’s total widget inventory 𝑊1 + 𝑊2 increasing? The answer, of course, is 15,000 widgets/month. After a month, there are 10,000 new green widgets and 5000 new blue widgets, or 15,000 new widgets in all. That is, (5.20)

𝑑(𝑊1 + 𝑊2 ) 𝑑𝑊1 𝑑𝑊2 = + . 𝑑𝑡 𝑑𝑡 𝑑𝑡

If there’s a competition between green and blue teams to see who can produce the most widgets, then we might ask how fast green’s lead over blue is growing. The answer, of course, is (5.21)

𝑑(𝑊1 − 𝑊2 ) 𝑑𝑊1 𝑑𝑊2 = − . 𝑑𝑡 𝑑𝑡 𝑑𝑡

Now suppose that each green widget is worth $9. How fast is the value of the green widgets growing? Since the value of that inventory is 9𝑊1 , we’re asking for the derivative of 9𝑊1 . On the other hand, this is the value per unit of time of the newly produced green widgets, namely 9𝑊1′ . Of course these are the same, and we have the rule (𝑐𝑊)′ = 𝑐(𝑊 ′ ). In terms of functions 𝑓(𝑥) and 𝑔(𝑥) and a constant 𝑐, we have the following. The basic rules:

(5.22)

𝑑 (𝑓(𝑥) + 𝑔(𝑥)) 𝑑𝑥

=

𝑑𝑓 𝑑𝑔 + , 𝑑𝑥 𝑑𝑥

𝑑 (𝑓(𝑥) − 𝑔(𝑥)) 𝑑𝑥

=

𝑑𝑓 𝑑𝑔 − , 𝑑𝑥 𝑑𝑥

𝑑 (𝑐𝑓(𝑥)) 𝑑𝑥

= 𝑐

𝑑𝑓 . 𝑑𝑥

5.2. Multiplying and Dividing Functions

93

These can be combined into a single rule. If 𝑎 and 𝑏 are constants, then 𝑑𝑓 𝑑𝑔 𝑑 (𝑎𝑓(𝑥) + 𝑏𝑔(𝑥)) = 𝑎 +𝑏 , 𝑑𝑥 𝑑𝑥 𝑑𝑥

(5.23) or in Newton’s notation,

(𝑎𝑓(𝑥) + 𝑏𝑔(𝑥))′ = 𝑎𝑓′ (𝑥) + 𝑏𝑔′ (𝑥).

(5.24)

The same rule applies to combinations of three, four, or more functions. Thus (𝑥3 + 2 sin(𝑥) + 17𝑒𝑥 )′ (5.25)

=

(𝑥3 )′ + 2(sin(𝑥))′ + 17(𝑒𝑥 )′

=

3𝑥2 + 2 cos(𝑥) + 17𝑒𝑥 .

The combined rule (5.24) can also be proven directly, as follows: (𝑎𝑓(𝑥) + 𝑏𝑔(𝑥))′ (5.26)

= =

(𝑎𝑓(𝑥 + ℎ) + 𝑏𝑔(𝑥 + ℎ)) − (𝑎𝑓(𝑥) + 𝑏𝑔(𝑥)) ℎ ℎ→0 𝑔(𝑥 + ℎ)−𝑔(𝑥) 𝑓(𝑥 + ℎ)−𝑓(𝑥) lim 𝑎 ( )+𝑏 ( ). ℎ ℎ ℎ→0 lim

𝑓(𝑥+ℎ)−𝑓(𝑥) 𝑔(𝑥+ℎ)−𝑔(𝑥) gets closer and closer to 𝑓′ (𝑥), while gets closer and ℎ ℎ 𝑓(𝑥+ℎ)−𝑓(𝑥) 𝑔(𝑥+ℎ)−𝑔(𝑥) ′ +𝑏 gets closer and closer to 𝑎𝑓′ (𝑥) + 𝑏𝑔′ (𝑥). closer to 𝑔 (𝑥), so 𝑎 ℎ ℎ

As ℎ → 0,

The Product Rule. If we know the derivative of 𝑓(𝑥) and the derivative of 𝑔(𝑥), then what is the derivative of 𝑓(𝑥)𝑔(𝑥)? An obvious guess, which almost every calculus student has believed at one time or another, is (5.27)

(𝑓(𝑥)𝑔(𝑥))′ = 𝑓′ (𝑥)𝑔′ (𝑥).

(Wrong!)

Let’s test whether it works using functions that we already understand. If 𝑓(𝑥) = 𝑥2 and 𝑔(𝑥) = 𝑥3 , then 𝑓(𝑥)𝑔(𝑥) = 𝑥5 . The derivative of 𝑥2 is 2𝑥, the derivative of 𝑥3 is 3𝑥2 , and 𝑓′ (𝑥)𝑔′ (𝑥) = (2𝑥)(3𝑥2 ) = 6𝑥3 . However, the derivative of 𝑥5 is 5𝑥4 , not 6𝑥3 . The naive rule (5.27) does not work. Let’s try another example. If 𝑓(𝑥) = 1 and 𝑔(𝑥) = 𝑒𝑥 , then 𝑓′ (𝑥) = 0, so 𝑓′ (𝑥)𝑔′ (𝑥) = 0. But 𝑓(𝑥)𝑔(𝑥) = 𝑒𝑥 , and the derivative of 𝑒𝑥 is not 0. Again, rule (5.27) fails. A good way to check whether a formula is plausible is to see if the units line up. Suppose we have a rectangle of length 𝐿(𝑡) and width 𝑊(𝑡), and both the length and the width are changing with time. Then 𝐿(𝑡) has units of length (say, measured in meters), as does 𝑊(𝑡), 𝑡 has units of time (say, measured in seconds), and both 𝐿′ (𝑡) and 𝑊 ′ (𝑡) have units of meters/second. Their product has units of square meters/square second. But the area 𝐴(𝑡) = 𝐿(𝑡)𝑊(𝑡) has units of square meters, so 𝐴′ has units of square meters/second. Something with units of m2 /s can’t possibly be equal to something with units of m2 /s2 . Formula (5.27) isn’t just wrong, it’s nonsensical. So if that isn’t the right formula, what is? We’ll work that out with an example about an oil well. Suppose that an oil well produces oil at a rate 𝑄, and that oil sells for a price 𝑝. Right now, 𝑄 = 200 barrels/year, and 𝑝 = $70/barrel. So the revenue 𝑅 = 𝑝𝑄 generated by the well is $14,000/year. What happens if the production increases to 205 barrels/year?

94

5. Computing and Using Derivatives

What happens if the price increases to $73/barrel? What happens if the production increases to 205 barrels/year and the price increases to $73/barrel? If the production goes up and the price stays the same, then we can treat 𝑝 as a constant. We have 𝑅 = 70𝑄, so the change in 𝑅 is 70 times the change in 𝑄. That is, (5.28)

Δ𝑅 = 70Δ𝑄 = 70(205 − 200) = 350.

Five more barrels per year at $70/barrel is worth an extra $350/year. If the price goes up and the production stays the same, we can treat 𝑄 as a constant and write (5.29)

Δ𝑅 = 200Δ𝑝 = 200(73 − 70) = 600.

Three more dollars for each of the 200 barrels gives us an extra $600/year. If both the production and price go up, then our new revenue (in dollars/year) is (70 + 3)(200 + 5) (5.30)

=

70(200) + 70(5) + 3(200) + 3(5)

=

14,000 + 350 + 600 + 15.

The first term is our old revenue, the second is the effect of raising production, and the third is the effect of raising the price. The fourth term, involving both the change in production and the change in price, is much smaller than the others. To find the change in revenue, we subtract our original revenue of 14,000 from this sum. More generally, if 𝑄 changes to 𝑄 + Δ𝑄 and 𝑝 changes to 𝑝 + Δ𝑝, then Δ𝑅

=

(𝑝 + Δ𝑝)(𝑄 + Δ𝑄) − 𝑝𝑄

= 𝑝𝑄 + 𝑝Δ𝑄 + 𝑄Δ𝑝 + Δ𝑝Δ𝑄 − 𝑝𝑄 (5.31)

= 𝑝Δ𝑄 + 𝑄Δ𝑝 + Δ𝑝Δ𝑄.

On the last line, the first term is the effect of changing just 𝑄 and the second term is the effect of changing just 𝑝. If we’re talking about small changes, then the cross-term Δ𝑝Δ𝑄 is a lot smaller than the two main terms. The same reasoning applies to functions in general. Suppose that 𝑓(𝑥) and 𝑔(𝑥) are functions and we change 𝑥 by a small amount ℎ, resulting in changes Δ𝑓 = 𝑓(𝑥 + ℎ) − 𝑓(𝑥) and Δ𝑔 = 𝑔(𝑥 + ℎ) − 𝑔(𝑥) to 𝑓 and 𝑔, and a change Δ(𝑓𝑔) = 𝑓(𝑥 + ℎ)𝑔(𝑥 + ℎ) − 𝑓(𝑥)𝑔(𝑥) to 𝑓𝑔. Then (5.32)

Δ(𝑓𝑔) = 𝑓(𝑥)Δ𝑔 + 𝑔(𝑥)Δ𝑓 + Δ𝑓Δ𝑔,

so Δ(𝑓𝑔) Δ𝑔 Δ𝑓 Δ𝑓 Δ𝑔 = 𝑓(𝑥) + 𝑔(𝑥) +ℎ . ℎ ℎ ℎ ℎ ℎ

(5.33) ∆𝑓

∆𝑔

As ℎ → 0, ℎ approaches 𝑓′ (𝑥) (since that’s the definition of 𝑓′ (𝑥)!) and ℎ approaches 𝑔′ (𝑥). The first term on the right-hand side approaches 𝑓(𝑥)𝑔′ (𝑥), the second approaches 𝑔(𝑥)𝑓′ (𝑥), and the third goes to 0𝑓′ (𝑥)𝑔′ (𝑥) = 0. Thus, in both Newton’s notation and Leibniz’s, we have the following.

5.2. Multiplying and Dividing Functions

95

The product rule: (𝑓(𝑥)𝑔(𝑥))′ (5.34)

= 𝑓(𝑥)𝑔′ (𝑥) + 𝑓′ (𝑥)𝑔(𝑥),

𝑑(𝑓(𝑥)𝑔(𝑥)) 𝑑𝑥

= 𝑓(𝑥)

𝑑𝑔(𝑥) 𝑑𝑓(𝑥) + 𝑔(𝑥). 𝑑𝑥 𝑑𝑥

In both versions, the first term is the effect of 𝑔 changing and the second term is the effect of 𝑓 changing.

Let’s see how that works with some examples, including the ones that equation (5.27) failed at: • If 𝑓(𝑥) = 𝑥2 and 𝑔(𝑥) = 𝑥3 , then (5.35)

𝑓(𝑥)𝑔′ (𝑥) + 𝑓′ (𝑥)𝑔(𝑥) = 𝑥2 (3𝑥2 ) + 2𝑥(𝑥3 ) = 5𝑥4 ,

which is the derivative of 𝑓(𝑥)𝑔(𝑥) = 𝑥5 . • If 𝑓(𝑥) = 1 and 𝑔(𝑥) = 𝑒𝑥 , then 𝑓′ (𝑥) = 0 and 𝑔′ (𝑥) = 𝑒𝑥 , so 𝑓(𝑥)𝑔′ (𝑥) + 𝑓′ (𝑥)𝑔(𝑥) = 1(𝑒𝑥 ) + 0(𝑒𝑥 ) = 𝑒𝑥 , which is the derivative of 𝑓(𝑥)𝑔(𝑥) = 𝑒𝑥 . • If 𝑓(𝑥) = 5𝑥3 and 𝑔(𝑥) = sin(𝑥), then 𝑓′ (𝑥) = 15𝑥2 and 𝑔′ (𝑥) = cos(𝑥), so (5.36)

′

(5𝑥3 sin(𝑥)) = 15𝑥2 sin(𝑥) + 5𝑥3 cos(𝑥).

• If 𝑓(𝑥) = 𝑔(𝑥) = √𝑥, then we don’t need the product rule to take the derivative of 𝑓(𝑥)𝑔(𝑥) = 𝑥; instead, we use it to figure out the derivative of √𝑥. Since the derivative of 𝑥 is 𝑥′ = 1, we have

(5.37)

𝑥

=

√𝑥√𝑥,

(𝑥)′

=

√𝑥(√𝑥)′ + (√𝑥)′ √𝑥,

1

=

2√𝑥(√𝑥)′ ,

(√𝑥)′

=

1 2√𝑥

,

1

in agreement with Newton’s hammer: (𝑥1/2 )′ = 2 𝑥−1/2 .

The Quotient Rule. Next we turn to the ratio of two functions. Suppose that ℎ(𝑥) = 𝑓(𝑥)/𝑔(𝑥). How can we write the derivative of ℎ(𝑥) in terms of 𝑓′ (𝑥) and 𝑔′ (𝑥)?

96

5. Computing and Using Derivatives

Since 𝑓(𝑥) = 𝑔(𝑥)ℎ(𝑥), we already have a rule that relates 𝑓′ (𝑥), 𝑔′ (𝑥), and ℎ′ (𝑥). We just have to apply the product rule to 𝑓 = 𝑔ℎ and solve for ℎ′ : 𝑓(𝑥)

=

𝑔(𝑥)ℎ(𝑥),

𝑓′ (𝑥)

=

𝑔(𝑥)ℎ′ (𝑥) + 𝑔′ (𝑥)ℎ(𝑥),

𝑔(𝑥)ℎ′ (𝑥)

=

𝑓′ (𝑥) − 𝑔′ (𝑥)ℎ(𝑥),

ℎ′ (𝑥)

=

(5.38)

𝑓′ (𝑥) − 𝑔′ (𝑥)(𝑓(𝑥)/𝑔(𝑥)) 𝑔(𝑥) 𝑓′ (𝑥)𝑔(𝑥) − 𝑔′ (𝑥)𝑓(𝑥) . 2 (𝑔(𝑥))

=

In both Newton’s and Leibniz’s notation, we have the following. The quotient rule: ′

(5.39)

𝑓 ( ) 𝑔

=

𝑑 𝑓 ( ) 𝑑𝑥 𝑔

=

𝑓 ′ 𝑔 − 𝑔′ 𝑓 , 𝑔2 𝑑𝑓 𝑔 𝑑𝑥

− 𝑔2

𝑑𝑔 𝑓 𝑑𝑥

.

The hardest thing about remembering the quotient rule is keeping straight which term is positive and which is negative. Think of it this way: if we have a ratio 𝑓(𝑥)/𝑔(𝑥) of positive functions, then increasing the numerator 𝑓(𝑥) makes the ratio bigger. This means the term involving 𝑓′ (𝑥) must be positive. On the other hand, increasing the denominator 𝑔(𝑥) makes the ratio smaller, so the term involving 𝑔′ (𝑥) must be negative. Here are some examples involving the quotient rule. • If 𝑓(𝑥) = 1 and 𝑔(𝑥) = 𝑥𝑛 , then 𝑓′ (𝑥) = 0 and 𝑔′ (𝑥) = 𝑛𝑥𝑛−1 , so (5.40)

(𝑥−𝑛 )′ = (

1 ′ (1)′ 𝑥𝑛 − (𝑥𝑛 )′ 1 −𝑛𝑥𝑛−1 = = −𝑛𝑥−𝑛−1 . ) = 𝑛 2𝑛 𝑥 𝑥 𝑥2𝑛

This shows that Newton’s hammer works for negative powers as well as positive powers of 𝑥. • If 𝑓(𝑥) = 𝑒𝑥 and 𝑔(𝑥) = 𝑥3 + sin(𝑥), then 𝑓′ (𝑥) = 𝑒𝑥 and 𝑔′ (𝑥) = 3𝑥2 + cos(𝑥), so ′

( (5.41)

𝑒𝑥 ) 𝑥3 + sin(𝑥)

= =

(𝑥3 + sin(𝑥))𝑒𝑥 − (3𝑥2 + cos(𝑥))𝑒𝑥 (𝑥3 + sin(𝑥))2 3 2 (𝑥 − 3𝑥 + sin(𝑥) − cos(𝑥))𝑒𝑥 . (𝑥3 + sin(𝑥))2

• Besides sin(𝑥) and cos(𝑥), we also have the trigonometric functions tan(𝑥) = sin(𝑥)/ cos(𝑥), sec(𝑥) = 1/ cos(𝑥), cot(𝑥) = cos(𝑥)/ sin(𝑥), and csc(𝑥) = 1/ sin(𝑥).

5.3. The Chain Rule

97

The derivative of tan(𝑥) is ′

(

sin(𝑥) ) cos(𝑥)

= = = =

(5.42)

cos(𝑥)(sin(𝑥))′ − sin(𝑥)(cos(𝑥))′ cos2 (𝑥) cos(𝑥) cos(𝑥) − sin(𝑥)(− sin(𝑥) cos2 (𝑥) 2 cos (𝑥) + sin2 (𝑥) cos2 (𝑥) 1 = sec2 (𝑥), cos2 (𝑥)

since sin2 (𝑥) + cos2 (𝑥) = 1. • Similarly, you can (should!) use the quotient rule to compute the derivatives of sec(𝑥), cot(𝑥), and csc(𝑥). I mean you, not we! The answers appear in Table 5.4, but don’t peek until you’ve done the calculations yourself. Table 5.4. More results about derivatives

Function

Derivative

Comments

𝑎𝑓′ (𝑥) + 𝑏𝑔′ (𝑥)

𝑎𝑓(𝑥)+𝑏𝑔(𝑥) ′

Obvious

𝑓(𝑥)𝑔(𝑥)

𝑓 (𝑥)𝑔(𝑥)+𝑔′ (𝑥)𝑓(𝑥)

The product rule is not 𝑓′ (𝑥)𝑔′ (𝑥).

𝑓(𝑥) 𝑔(𝑥)

𝑓′ (𝑥)𝑔(𝑥)−𝑔′ (𝑥)𝑓(𝑥) 𝑔(𝑥)2

Quotient rule. Watch the signs.

𝑥−𝑛

−𝑛𝑥−𝑛−1

Newton’s hammer still works.

tan(𝑥)

sec2 (𝑥)

sec(𝑥)

sec(𝑥) tan(𝑥)

cot(𝑥)

− csc2 (𝑥)

csc(𝑥)

− csc(𝑥) cot(𝑥)

which equals 1/ cos2 (𝑥) which equals sin(𝑥)/ cos2 (𝑥) which equals −1/ sin2 (𝑥) which equals − cos(𝑥)/ sin2 (𝑥)

5.3. The Chain Rule As of press time, a British pound (GBP) was worth about 1.2 American dollars (USD), and an American dollar was worth about 20 Mexican pesos (MXN).3 At those exchange rates, how many pesos is a pound worth? This an easy problem:

(5.43)

1 GBP

= 1.2 USD,

1 USD

= 20 MXN,

1 GBP

= 1.2(20 MXN) = 24 MXN.

3 In Mexico, the symbol $ is used to mean pesos, not dollars, so we’ll refer to dollars as USD and pesos as MXN.

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5. Computing and Using Derivatives

In a two-step chain, where pounds go to dollars and dollars go to pesos, the conversion factor from pounds to pesos equals the product of the conversion factors from pounds to dollars and from dollars to pesos. Now suppose that a company does business in Britain, the United States, and Mexico. Let 𝑥 be the value of their holdings in pounds, 𝑦 the value in dollars, and 𝑧 the value in pesos. We have

(5.44)

𝑦 = 1.2𝑥

so

𝑑𝑦 = 1.2, 𝑑𝑥

𝑧 = 20𝑦

so

𝑑𝑧 = 20, 𝑑𝑦

𝑧 = 24𝑥

so

𝑑𝑧 = 24. 𝑑𝑥

That is, The chain rule (Leibniz’s notation): 𝑑𝑧 𝑑𝑧 𝑑𝑦 (5.45) = . 𝑑𝑥 𝑑𝑦 𝑑𝑥 We derived the chain rule in this simple example, where 𝑥, 𝑦, and 𝑧 were all proportional to one another. However, it applies much more generally. Suppose that 𝑥, 𝑦, and 𝑧 are variables, that 𝑦 is a function of 𝑥, and that 𝑧 is a function of 𝑦. For instance, we might have 𝑦 = 𝑥2 and 𝑧 = sin(𝑦) = sin(𝑥2 ). More generally, suppose that 𝑦 = 𝑔(𝑥) and 𝑧 = 𝑓(𝑦) = 𝑓(𝑔(𝑥)). As long as 𝑓 and 𝑔 are differentiable, the microscope equation tells us that small changes in 𝑥 result in proportional changes in 𝑦, and that small changes in 𝑦 result in proportional changes in 𝑧. There are conversion factors 𝑚1 , 𝑚2 , and 𝑚3 such that Δ𝑦 (5.46) where 𝑚1 =

𝑑𝑦 , 𝑑𝑥

𝑑𝑧

≈

𝑚1 Δ𝑥,

Δ𝑧 ≈

𝑚2 Δ𝑦,

Δ𝑧 ≈

𝑚3 Δ𝑥,

𝑚2 = 𝑑𝑦 , and 𝑚3 = 𝑑𝑧 𝑑𝑧 𝑑𝑦 conclude that = . 𝑑𝑥 𝑑𝑦 𝑑𝑥

𝑑𝑧 . 𝑑𝑥

and

Since 𝑚3 is obviously equal to 𝑚1 𝑚2 , we

2

For instance, suppose that 𝑦 = 𝑥2 − 1 and 𝑧 = 3𝑒𝑦 = 3𝑒𝑥 −1 . When 𝑥 = 1, 𝑦 = 12 − 1 = 0, so 𝑧 = 3𝑒0 = 3. Since 𝑑𝑦/𝑑𝑥 = 2𝑥 = 2, every small change in 𝑥 results in twice as big a change in 𝑦. If 𝑥 becomes 1 + ℎ, then 𝑦 will become about 0 + 2ℎ = 2ℎ. Since 𝑑𝑧/𝑑𝑦 = 3𝑒𝑦 = 3, every change in 𝑦 results in three times as big a change in 𝑧, so if 𝑦 becomes 2ℎ, 𝑧 must increase by 6ℎ and become approximately 3 + 6ℎ. Restating

5.3. The Chain Rule

99

this example in equations, we have

(5.47)

𝑦 = 𝑥2 − 1

so

𝑑𝑦 = 2𝑥, 𝑑𝑥

𝑧 = 3𝑒𝑦

so

𝑑𝑧 2 = 3𝑒𝑦 = 3𝑒𝑥 −1 , 𝑑𝑦

𝑑𝑧 𝑑𝑧 𝑑𝑦 = 𝑑𝑥 𝑑𝑦 𝑑𝑥

so

𝑑𝑧 2 = 6𝑥𝑒𝑥 −1 . 𝑑𝑥

Plugging in 𝑥 = 1 gives us

𝑑𝑦 𝑑𝑥

= 2,

𝑑𝑧 = 3, 𝑑𝑦 𝑥2 −1

and

𝑑𝑧 𝑑𝑥

= 6, but the formulas also apply at

with respect to 𝑥 equals 6𝑥𝑒𝑥

other values of 𝑥. The derivative of 3𝑒

2 −1

everywhere.

The chain rule in equation (5.45) is very useful for related rates problems. For instance, suppose that we are pumping air into a large balloon at a rate of 3.7 cubic feet/minute. How fast is the radius of the balloon growing when the radius is 1 foot? When the radius is 5 feet? In this problem, our three variables are the radius 𝑟, the volume 𝑉, and the time 𝑡. We imagine a chain going from time to radius to volume. We know how volume is related to radius: (5.48)

𝑉=

4 3 𝜋𝑟 , 3

so

𝑑𝑉 = 4𝜋𝑟2 . 𝑑𝑟

We know that 𝑑𝑉/𝑑𝑡 = 3.7 cubic feet/minute. We just need to write down the chain rule and solve for 𝑑𝑟/𝑑𝑡: 𝑑𝑉 𝑑𝑡

=

3

3.7 ft /min = 𝑑𝑟 𝑑𝑡

𝑑𝑉 𝑑𝑟 , 𝑑𝑟 𝑑𝑡 4𝜋𝑟2

𝑑𝑟 , 𝑑𝑡 3

=

3.7 ft /min 4𝜋𝑟2

=

0.2944 ft /min . 𝑟2

3

(5.49)

When 𝑟 = 1 foot, this is 0.2944 ft/min. (𝑟2 has units of square feet, and cubic feet divided by square feet make feet.) When 𝑟 = 5 feet, this is 0.01178 ft/min. We are pumping air into the balloon at a constant rate, but the radius grows much more slowly when 𝑟 = 5 feet than when 𝑟 = 1 foot. You may have noticed a similar effect when blowing up party balloons. At first they seem the grow quickly, but then you get out of breath and they hardly seem to grow at all. So far we have studied the chain rule in Leibniz’s notation, which is great for understanding why it works, and great for related rates problems. Now we’re going to switch to Newton’s notation, which is better for solving problems like “find the derivative of sin(𝑒𝑥 + 𝑥3 )”.

100

5. Computing and Using Derivatives

Instead of talking about three variables 𝑥, 𝑦, and 𝑧, we’ll talk about an input variable 𝑥, two functions 𝑓 and 𝑔, and the compound function 𝑓 ∘ 𝑔(𝑥) = 𝑓(𝑔(𝑥)). It’s sometimes useful to let 𝑦 = 𝑔(𝑥) and 𝑧 = 𝑓(𝑦) = 𝑓(𝑔(𝑥)), but that isn’t always necessary. Translating from Leibniz to Newton, 𝑑𝑦 becomes 𝑔′ (𝑥), 𝑑𝑥 𝑑𝑧 𝑑𝑦 (5.50)

𝑑𝑧 𝑑𝑥

𝑓′ (𝑦)

becomes which equals

𝑓′ (𝑔(𝑥)),

becomes

(𝑓(𝑔(𝑥))′ ,

and we get the following. The chain rule (Newton’s notation): ′

(𝑓(𝑔(𝑥))) = 𝑓′ (𝑔(𝑥)) 𝑔′ (𝑥).

(5.51)

Note that the derivative of 𝑓 is evaluated at 𝑦, which is to say at 𝑔(𝑥), and not at 𝑥! The derivative of sin(𝑥2 ) is 2𝑥 cos(𝑥2 ), not 2𝑥 cos(𝑥). There is also a hybrid form of the chain rule, where we write 𝑢 in place of 𝑔(𝑥): 𝑑𝑓(𝑢) 𝑑𝑢 = 𝑓′ (𝑢) . 𝑑𝑥 𝑑𝑥 In particular, if 𝑢 is any function of 𝑥 (such as 𝑥2 − 1 or cos(𝑥) or 𝑒𝑥 + 7 or whatever you want), we have

(5.52)

𝑑(𝑢𝑛 ) 𝑑𝑥

=

𝑛𝑢𝑛−1

𝑑 sin(𝑢) 𝑑𝑥

=

cos(𝑢)

𝑑 cos(𝑢) 𝑑𝑥

=

− sin(𝑢)

𝑑𝑒ᵆ 𝑑𝑥

=

𝑒ᵆ

(5.53)

𝑑𝑢 , 𝑑𝑥 𝑑𝑢 , 𝑑𝑥 𝑑𝑢 , 𝑑𝑥

𝑑𝑢 . 𝑑𝑥

Here are some examples: • The derivative of sin(𝑥2 ) with respect to 𝑥 is 2𝑥 cos(𝑥2 ). This is the second equation of (5.53) with 𝑢 = 𝑥2 . • The derivative of sin2 (𝑥) is 2 sin(𝑥) cos(𝑥). This is the first equation of (5.53) with 𝑢 = sin(𝑥). • If 𝑘 is a constant, then the derivative of 𝑒𝑘𝑥 is 𝑘𝑒𝑘𝑥 . This will come up a lot when we study growth models. • The chain rule tells us how to combine two links of a chain. If our chain is longer than two links, we can apply the rule multiple times. For instance, sin(𝑒5𝑥 ) is a

5.3. The Chain Rule

101

three-step chain: 𝑥 becomes 5𝑥, which becomes 𝑒5𝑥 , which becomes sin(𝑒5𝑥 ). Its derivative is ′

(sin(𝑒5𝑥 )) (5.54)

′

=

cos(𝑒5𝑥 ) × (𝑒5𝑥 )

=

cos(𝑒5𝑥 ) × 𝑒5𝑥 × (5𝑥)′

=

5𝑒5𝑥 cos(𝑒5𝑥 ) .

• The chain rule can be combined with the product rule and the quotient rule. For 5𝑥3 −3𝑥+sin(𝑥2 ) instance, if we want to compute the derivative of the function 𝑔(𝑥) = cos(2𝑥 +17) that we saw at the beginning of the chapter, we first apply the quotient rule to get that 𝑔′ (𝑥) equals ′

(5.55)

′

cos(2𝑥 +17) (5𝑥3 −3𝑥+sin(𝑥2 )) −(cos(2𝑥 +17)) (5𝑥3 −3𝑥+sin(𝑥2 )) . cos2 (2𝑥 + 17)

Next we use the sum rule and the chain rule to evaluate (5.56)

′

(5𝑥3 − 3𝑥 + sin(𝑥2 )) = 15𝑥2 − 3 + 2𝑥 cos(𝑥2 ).

Remembering that the derivative of 2𝑥 is 𝑘2 2𝑥 , where 𝑘2 ≈ 0.69, we use the chain rule to get (5.57)

′

(cos(2𝑥 + 17)) = − sin(2𝑥 + 17)(𝑘2 2𝑥 ).

Combining everything, we get that the derivative of 𝑔(𝑥) is (5.58)

cos(2𝑥 +17) (15𝑥2 −3+2𝑥 cos(𝑥2 ))+𝑘2 2𝑥 sin(2𝑥 +17) (5𝑥3 −3𝑥+sin(𝑥2 )) . cos2 (2𝑥 + 17)

The derivatives of even the ugliest functions (and this one was pretty darn ugly!) can be evaluated patiently, one step at a time. We don’t have to solve the whole problem by applying a single rule! We just have to turn it into a slightly easier problem, and then repeat until we’re done. • So far we have been using the chain rule to get the derivative of 𝑓 ∘ 𝑔 from the derivatives of 𝑓 and 𝑔. However, it can also be used to get the derivative of 𝑓 from the derivatives of 𝑓 ∘ 𝑔 and 𝑔, or the derivative of 𝑔 from the derivatives of 𝑓 ∘ 𝑔 and 𝑓. For instance, we originally obtained Newton’s hammer for positive integer powers of 𝑥, and then we extended it to negative integer powers with the quotient rule. What about fractional powers? If 𝑥𝑝/𝑞 is a fractional power of 𝑥 (where 𝑝 and 𝑞 are integers and 𝑞 ≠ 0), we can write 𝑥𝑝 = 𝑢𝑞 , where 𝑢 = 𝑔(𝑥) = 𝑥𝑝/𝑞 . Using the first equation of (5.53), (𝑥𝑝 )

(5.59)

′

=

′

(𝑢𝑞 ) ,

𝑝𝑥𝑝−1

= 𝑞𝑢𝑞−1 𝑢′ ,

𝑝𝑥𝑝−1

= 𝑞𝑥 𝑞 (𝑥𝑝/𝑞 ) , 𝑝 𝑝𝑞 −1 . = 𝑥 𝑞

(𝑥𝑝/𝑞 )

′

𝑝−

𝑝

′

Newton’s hammer works for fractional powers, too!

102

5. Computing and Using Derivatives

5.4. Optimization In this section we’ll see how a manufacturer can maximize revenue or profit by adjusting the amount it produces or the price it charges for its product. The price and the demand are related by market conditions, so a company can only control one of these quantities. In some settings, it sets a production level 𝑥 and then sees what price 𝑝(𝑥) it can get for its product. In other settings, it sets a price 𝑝 and then sees how much demand 𝐷(𝑝) there is for the product at that price. Both the price function4 𝑝(𝑥) and the demand function 𝐷(𝑝) express the law of supply and demand. The difference is that 𝑝(𝑥) gives the price as a function of how many items are made, while 𝐷(𝑝) gives how many items can be sold (which is usually the same as the number of items the company decides to make) as a function of the price. In both settings, we apply the 3rd Pillar of Calculus:

What goes up has to stop before it comes down. Controlling quantity. In Section 4.2 we encountered a struggling widget factory. Producing 𝑥 widgets in a month costs (5.60)

𝐶(𝑥) = 22, 000 + 7𝑥,

in dollars. If the factory produces 𝑥 widgets per month, it can sell them for (5.61)

𝑝(𝑥) = (10 −

𝑥 ) dollars/widget, 10, 000

giving them a monthly revenue of (5.62)

𝑅(𝑥) = (10𝑥 −

𝑥2 ) dollars. 10, 000

The monthly profit, in dollars, is then (5.63)

𝑃(𝑥) = 𝑅(𝑥) − 𝐶(𝑥) = 3𝑥 −

𝑥2 − 22, 000. 10, 000

The factory is currently producing 10,000 widgets/month. Alice realized that 𝑃(10, 000) = −2, 000 dollars, so it is losing money, and she argued for closing the factory. Bob computed the marginal cost, revenue, and profit numerically, and saw that 𝑅′ (10, 000) > 𝐶 ′ (10, 000), so 𝑃′ (10, 000) > 0, so the factory can do better by increasing production.5 What production level will maximize the factory’s profit, and is it enough to keep the factory open? 4 The price function is also called the demand curve, but for now we’ll stick with the less confusing term price function. 5 Some people like to think in terms of marginal profit, while others think in terms of marginal revenue and marginal cost. Since 𝑃 = 𝑅 − 𝐶 and 𝑃′ = 𝑅′ − 𝐶 ′ , having a positive marginal profit is exactly the same as having a marginal revenue that is bigger than the marginal cost.

5.4. Optimization

103

To decide this question, we compute the marginal cost, revenue, and profit using Newton’s hammer: 𝐶 ′ (𝑥) ′

(5.64)

=

𝑅 (𝑥)

=

𝑃 ′ (𝑥)

=

7, 𝑥 , 5, 000 𝑥 . 3− 5, 000 10 −

and

As long as 𝑥 < 15, 000, the marginal profit is positive, so the factory can make more money by increasing production. Once 𝑥 exceeds 15,000, the marginal profit is negative, so it’s better to decrease production. The ideal production level is therefore 𝑥 = 15, 000, as seen in Figure 5.2.

Figure 5.2. The profit 𝑃(𝑥) and marginal profit 𝑃 ′ (𝑥) as functions of 𝑥

This calculation shows that the best production level is 𝑥 = 15,000, but it doesn’t tell us anything about how much money the factory is making or losing. For that, we have to plug 𝑥 = 15, 000 into our formula for 𝑃(𝑥): (5.65)

𝑃(15,000) = 3(15,000) −

(15,000)2 − 22,000 = 500. 10,000

At the new production level the factory turns a (small) profit. The factory stays open and the workers’ jobs are saved. To recap, the graph of 𝑃 ′ (𝑥) tells us what happens as we make changes. When 𝑃 (𝑥) > 0, 𝑃(𝑥) is an increasing function. When 𝑃 ′ (𝑥) < 0, 𝑃(𝑥) is a decreasing function. The maximum of 𝑃(𝑥) occurs when 𝑃(𝑥) stops increasing and is about to start decreasing. That’s the point where 𝑃′ (𝑥) goes from positive to negative and, in particular, equals 0. If we were trying to minimize a function, we would look for where the derivative stops being negative and starts being positive. ′

The standard method for finding both maxima and minima is to take the derivative of the function we are studying, set it equal to 0, and solve for our input variable. Controlling Price. In most business situations, we don’t produce a certain number of items and then try to sell them at auction. Rather, we set a price and see how

104

5. Computing and Using Derivatives

many orders we get. The demand function 𝐷(𝑝) gives the number of items that customers are willing to buy at price 𝑝. We then produce 𝑥 = 𝐷(𝑝) items and sell them all for a total cost, revenue, and profit of

(5.66)

𝐶

=

𝐶(𝐷(𝑝)),

𝑅

=

𝑝𝐷(𝑝),

𝑃

=

𝑅 − 𝐶 = 𝑝𝐷(𝑝) − 𝐶(𝐷(𝑝)),

where 𝐶(𝑥) is the cost of making 𝑥 items. To maximize our profit, we take the derivative of the revenue 𝑅 with respect to the price 𝑝 and compare it to the derivative of the cost 𝐶 (also with respect to 𝑝) to get the derivative of profit with respect to 𝑝. If 𝑑𝑃/𝑑𝑝 > 0, then we can get more profit by raising the price. If 𝑑𝑃/𝑑𝑝 < 0, we can get more profit by lowering the price. At the price that maximizes profit, 𝑑𝑃/𝑑𝑝 = 0. To see how this process works, let’s revisit our widget factory. The price 𝑝 and the production level 𝑥 are related by 𝑥 𝑝 = 10 − , 10, 000 10, 000𝑝 = 100, 000 − 𝑥, (5.67)

𝑥

=

100, 000 − 10, 000𝑝.

Since we can sell 100, 000 − 10, 000𝑝 items at price 𝑝, our demand function is (5.68)

𝐷(𝑝) = 100, 000 − 10, 000𝑝.

Our revenue is then (5.69)

𝑅 = 𝑝𝐷(𝑝) = 100, 000𝑝 − 10, 000𝑝2 ,

our cost is (5.70)

𝐶 = 22, 000 + 7𝐷(𝑝) = 722, 000 − 70, 000𝑝,

and our profit is (5.71)

𝑃 = 𝑅 − 𝐶 = −10, 000𝑝2 + 170, 000𝑝 − 722, 000.

We can then compute our derivatives, getting

(5.72)

𝑑𝑅/𝑑𝑝

=

100, 000 − 20, 000𝑝,

𝑑𝐶/𝑑𝑝

=

−70, 000,

𝑑𝑃/𝑑𝑝

=

170, 000 − 20, 000𝑝.

As long as 𝑝 < $8.50, we have 𝑑𝑃/𝑑𝑝 > 0, so we can make more profit by raising the price. If 𝑝 > $8.50, then 𝑑𝑃/𝑑𝑝 < 0, so we can make more profit by lowering the price. Profit is maximized when 𝑑𝑃/𝑑𝑝 = 0, namely at 𝑝 = $8.50. At this price, we can sell 100, 000 − 10, 000(8.5) = 15, 000 widgets per month for a revenue of 𝑅(𝑝) = 8.50×15, 000 = 127, 500 dollars, compared to our cost of 22, 000+7×15, 000 = 127, 000 dollars, for a monthly profit of $500. That’s the same answer that we previously got by thinking of everything as a function of 𝑥. In this particular example, there are two ways to solve the problem, and you can use whichever you prefer. In most business applications, however, you don’t have

5.5. The Shape of a Graph

105

a choice. Sometimes you control the production level and you have to think in terms of the marginal cost, revenue, and profit 𝐶 ′ (𝑥), 𝑅′ (𝑥), and 𝑃′ (𝑥), respectively. Sometimes you control the price and have to think in terms of 𝑑𝐶/𝑑𝑝, 𝑑𝑅/𝑑𝑝, and 𝑑𝑃/𝑑𝑝. Either way, the overall strategy is the same: to maximize profit, take the derivative of profit with respect to the quantity you control, and set it equal to 0.

5.5. The Shape of a Graph We have seen that the sign of the derivative 𝑓′ (𝑥) of 𝑓(𝑥) tells us whether 𝑓(𝑥) is increasing, and that the places where 𝑓′ (𝑥) = 0 are candidates for being maxima or minima. In this section we’ll elaborate on these ideas. We’ll see how studying the sign of 𝑓(𝑥), the sign of 𝑓′ (𝑥), and the sign of the derivative of 𝑓′ (𝑥)—written 𝑓″ (𝑥) and called the second derivative of 𝑓(𝑥)—tells us a lot about the graph of 𝑓(𝑥). We will use two polynomials for our case studies: 𝑓(𝑥) = 𝑥3 − 3𝑥 and 𝑔(𝑥) = 𝑥4 − 6𝑥2 . The Graph of 𝑓(𝑥) = 𝑥3 − 3𝑥. The first thing to ask about any function is Where is it positive, and where is it negative? We don’t actually have to check every point. Once we know that 𝑓(−10) = −970, we have a pretty good idea that 𝑓(−10.01) and 𝑓(−9.99) will also be negative. In fact, there are only two ways that a function can go from negative to positive or vice versa: (1) it can cross through 0, or (2) it can jump. In this case, the function 𝑓(𝑥) is a continuous polynomial (actually, all polynomials are continuous), and so it can’t jump. The only places where 𝑓(𝑥) can change sign are at the places where 𝑓(𝑥) = 0. These are called the roots of 𝑓(𝑥). In this case, finding the roots is easy: 𝑥3 − 3𝑥

=

0,

𝑥(𝑥2 − 3)

=

0,

𝑥=0

or

𝑥2 = 3,

𝑥=0

or

𝑥 = ±√3.

(5.73)

We mark these on a number line as in Figure 5.3.

–3

–2

–1 3

1

2

3

0

Figure 5.3. The roots of 𝑓(𝑥) =

𝑥3

− 3𝑥

3

106

5. Computing and Using Derivatives

This divides the number line into four intervals: (−∞, −√3), (−√3, 0), (0, √3), and (√3, ∞). The sign of 𝑓(𝑥) can’t change within an interval; on each interval, the function is either completely positive or completely negative. To figure out which, we just pick a point in each interval and we test it:

(5.74)

𝑓(−10) = −970 < 0

so

𝑓(𝑥) is negative on (−∞, −√3),

𝑓(−1) = 2 > 0

so

𝑓(𝑥) is positive on (−√3, 0),

𝑓(1) = −2 < 0

so

𝑓(𝑥) is negative on (0, √3),

𝑓(10) = 970 > 0

so

𝑓(𝑥) is positive on (√3, ∞).

There isn’t anything special about the numbers −10, −1, 1, and 10. We could just as well have picked −5𝜋, −1.27, 0.3, and 1776. But it’s easier to evaluate our function at ±10 and ±1. We update our number line with this new information, producing Figure 5.4, and call it a sign chart for 𝑓(𝑥).

+

– –3

–2

3

–1

+

– 0

1

3

2

3

Figure 5.4. The sign chart of 𝑓(𝑥) = 𝑥3 − 3𝑥

If we didn’t know anything about the size of 𝑓(𝑥) and only had the information in the sign chart, we could take a first stab at graphing 𝑓(𝑥), and we’d get something that looks like Figure 5.5.

–3

–1

–2 3

0

2

1

3

Figure 5.5. A schematic graph of 𝑓(𝑥) = 𝑥3 − 3𝑥

3

5.5. The Shape of a Graph

107

Of course, this isn’t a very good graph! On each interval we’ve drawn our function as a horizontal line because we don’t know whether it’s increasing or decreasing. To understand that, we need to look at 𝑓′ (𝑥). The next step is to make a sign chart for 𝑓′ (𝑥) = 3𝑥2 − 3. We repeat what we did before, only for 𝑓′ (𝑥) instead of for 𝑓(𝑥). We first look for the places where 𝑓′ (𝑥) = 0 or 𝑓′ (𝑥) doesn’t exist. These are called the critical points of 𝑓(𝑥). Since 𝑓′ (𝑥) = 3𝑥2 −3 = 3(𝑥2 − 1), these occur at 𝑥 = ±1. Proceeding as before, we break our number line into three intervals, (−∞, −1), (−1, 1), and (1, ∞). We evaluate 𝑓′ (𝑥) at three test points, say −2, 0, and 2. 𝑓′ (−2) = 9 > 0

𝑓′ (𝑥) is positive on (−∞, −1),

so which means

𝑓′ (0) = −3 < 0

𝑓(𝑥) is increasing on (−∞, −1). 𝑓′ (𝑥) is negative on (−1, 1),

so which means

𝑓′ (2) = 9 > 0 (5.75)

𝑓(𝑥) is decreasing on (−1, 1). 𝑓′ (𝑥) is positive on (1, ∞),

so which means

+ –3

𝑓(𝑥) is increasing on (1, ∞).

+

– –2

–1

1

0

2

3

Figure 5.6. The sign chart of 𝑓′ (𝑥) = 3𝑥2 − 3

We can combine the sign chart for 𝑓(𝑥) (Figure 5.4) and the sign chart for 𝑓′ (𝑥) (Figure 5.6) into one chart (Figure 5.7).

f (x) < 0

f (x) > 0

f (x) < 0

–1 –3

1 0

–2

3

3

f (x) increasing

f (x) > 0

f (x) decreasing

f (x) increasing

Figure 5.7. A combined sign chart for 𝑓(𝑥) and its derivative. The sign of the derivative tells us whether 𝑓(𝑥) is increasing or decreasing.

108

5. Computing and Using Derivatives

At 𝑥 = −1, the function stops increasing and starts decreasing. In other words, 𝑓(−1) = 2 must be higher than the values of 𝑓(𝑥) at any nearby points. It isn’t necessarily the highest point on the whole graph (in fact, 𝑓(3) = 18, which is much bigger than 2), but it’s higher than all of its neighbors. We call a point like (−1, 2) a local maximum. Similarly, when 𝑥 = 1 the function stops decreasing and starts increasing, so that must be the bottom of a valley, and there is a local minimum at (1, −2). The sign chart for 𝑓′ (𝑥) tells us everything we need to know to find the local maxima and minima. We summarize these observations: First Derivative Test: The local maxima of a differentiable function occur where the derivative changes from positive to negative. The local minima occur where the derivative changes from negative to positive. Now we’re ready to make a better sketch, drawing an upward-sloping line wherever 𝑓 (𝑥) > 0 and a downward sloping line wherever 𝑓′ (𝑥) < 0, making sure that the sign of the function agrees with our sign chart for 𝑓(𝑥). That is, there are four possible local pictures of our function, shown in Figure 5.8. ′

f (x) > 0 f (x) increasing

f (x) < 0 f (x) increasing

f (x) > 0 f (x) decreasing

f (x) < 0 f (x) decreasing Figure 5.8. The four possible local pictures

5.5. The Shape of a Graph

109

f(x)

4 2

–2

–1 0 3

1

2

x

3

–2 –4

Figure 5.9. An improved sketch of the graph of 𝑓(𝑥) = 𝑥3 − 3𝑥

Applying this technique to our number line, with the six intervals (−∞, −√3), √ (− 3, −1), (−1, 0), (0, 1), (1, √3), and (√3, ∞), gives the improved sketch shown in Figure 5.9. Finally, we want to consider which way the graph of 𝑓(𝑥) is curving. In a ∪-shaped graph like that of 𝑥2 , the derivative is always increasing, going from very negative to slightly negative to 0 to slightly positive to very positive. Curves with this shape are said to be concave up. In a ∩-shaped graph like that of −𝑥2 , the derivative is always decreasing, going from very positive to slightly positive to 0 to slightly negative to very negative. Curves with this shape are said to be concave down. See Figure 5.10. The concavity of a graph depends on whether 𝑓′ (𝑥) is increasing or decreasing, which depends on whether the derivative of 𝑓′ (𝑥), written 𝑓″ (𝑥), is positive or negative. That is: ⇔ 𝑓′ (𝑥) is increasing ⇔ 𝑓″ (𝑥) > 0.

The graph of 𝑓(𝑥) is concave up

The graph of 𝑓(𝑥) is concave down ⇔ 𝑓′ (𝑥) is decreasing ⇔ 𝑓″ (𝑥) < 0.

b a

c

f

d e

Figure 5.10. When the second derivative is negative, the first derivative can be positive (at 𝑎), 0 (at 𝑏), or negative (at 𝑐). When the second derivative is positive, the first derivative can be negative (at 𝑑), 0 (at 𝑒), or positive (at 𝑓).

When 𝑓′ (𝑥) = 0 and 𝑓″ (𝑥) > 0, the first derivative must be increasing, so it must be changing from negative to positive. Likewise, when 𝑓′ (𝑥) = 0 and 𝑓″ (𝑥) < 0, the first derivative must be decreasing, so it must be changing from positive to negative. Combined with the First Derivative Test, this gives:

110

5. Computing and Using Derivatives

Second Derivative Test: Points where 𝑓′ (𝑥) = 0 and 𝑓″ (𝑥) < 0 are local maxima. Points where 𝑓′ (𝑥) = 0 and 𝑓″ (𝑥) > 0 are local minima. If 𝑓′ (𝑥) = 0 and 𝑓″ (𝑥) = 0, then the second derivative test does not work; we need to use the first derivative test instead. In our example, 𝑓′ (𝑥) = 3𝑥2 − 3, so 𝑓″ (𝑥) = (𝑓′ (𝑥))′ = (3𝑥2 − 3)′ = 6𝑥, so our sign chart for 𝑓″ (𝑥) is very simple; see Figure 5.11. The places where 𝑓″ (𝑥) = 0 are called subcritical points, and the places where 𝑓″ (𝑥) changes sign are called points of inflection.

concave down

–3

–2

–1

concave up

0

1

2

f (x) < 0

3

f (x) > 0

Figure 5.11. The sign chart for 𝑓″ (𝑥) = 6𝑥

Since 𝑓′ (−1) = 0 and 𝑓″ (−1) < 0, there is a local maximum at 𝑥 = −1, and since 𝑓 (1) = 0 and 𝑓″ (1) > 0, there is a local minimum at 𝑥 = 1. In this example, we already knew about the local maximum and local minimum from the sign chart of 𝑓′ (𝑥), but sometimes it’s easier to apply the second derivative test than the first derivative test. ′

Combining everything, we can create Table 5.5 showing what is happening to 𝑓(𝑥) in each interval and at the points where the intervals meet. Table 5.5. Behavior of 𝑓(𝑥) = 𝑥3 − 3𝑥

Interval

Sign of 𝑓

Direction

Concavity

𝑥 < −√3 𝑥 = √3

negative

up

down

0

up

down

−√3 < 𝑥 < −1

positive

up

down

𝑥 = −1

positive

flat

down

−1 < 𝑥 < 0

positive

down

down

𝑥=0

0

down

0

0 0. The resulting sketch probably wouldn’t look exactly like the actual graph of 𝑓(𝑥), but it would have all the right qualitative features. The actual graph is shown in Figure 5.12.

The Graph of 𝑥4 − 6𝑥2 . As a second example, let’s look at the function 𝑔(𝑥) = 𝑥4 − 6𝑥2 . First we find the roots of 𝑔(𝑥):

(5.76)

𝑥4 − 6𝑥2

=

0,

𝑥2 (𝑥2 − 6)

=

0,

𝑥=0

or

𝑥 = ±√6 ≈ ±2.45.

We pick test points at −3, −1, 1, and 3, and we compute

(5.77)

𝑓(−3) = 27 > 0

so

𝑓(𝑥) is positive on (−∞, −√6),

𝑓(−1) = −5 < 0

so

𝑓(𝑥) is negative on (−√6, 0),

𝑓(1) = −5 < 0

so

𝑓(𝑥) is negative on (0, −√6),

𝑓(3) = 27 > 0

so

𝑓(𝑥) is positive on (√6, ∞),

as in the sign chart shown in Figure 5.13.

112

5. Computing and Using Derivatives

–

–

+ –3

–2

–1

0

1

+ 2

3

6

6 Figure 5.13. The sign chart for 𝑔(𝑥) = 𝑥4 − 6𝑥2

Using just the sign chart for 𝑔(𝑥), we can get the (very!) rough sketch shown in Figure 5.14:

–3

–2

6

–1

0

1

2

6

3

Figure 5.14. A schematic graph of 𝑔(𝑥) = 𝑥4 − 6𝑥2

Note that the signs do not simply alternate, as in the previous example! A continuous function can only change sign by crossing through 0, but it doesn’t have to change sign every time it hits 0. (Think about the functions 𝑥2 and −𝑥2 , which hit 0 at 𝑥 = 0 but never change sign.) Not every root is an axis crossing. Not every critical point is a local maximum or local minimum. Not every subcritical point is a point of inflection. Most are, but some are not. Next we compute (5.78)

𝑔′ (𝑥) = 4𝑥3 − 12𝑥,

𝑔″ (𝑥) = 12𝑥2 − 12.

Note how 𝑔(𝑥) is related to our previous example. Since 𝑔′ (𝑥) = 4𝑓(𝑥) and 𝑔″ (𝑥) = 4𝑓′ (𝑥), we already have our sign charts for 𝑔′ (𝑥) (Figure 5.4) and 𝑔″ (𝑥) (Figure 5.6), which we repeat in Figure 5.15 for convenience. 𝑔′ (𝑥) is negative for 𝑥 < −√3, positive for −√3 < 𝑥 < 0, negative for 0 < 𝑥 < √3, and positive for 𝑥 > √3. This means that there must be local minima at 𝑥 = ±√3 and a local maximum at 𝑥 = 0. At these extreme points, the values of 𝑔 are 𝑔(±√3) = −9 and 𝑔(0) = 0.

5.5. The Shape of a Graph

113

+

– –3

–2

3

–1

0

+ –3

+

– 1

3

2

+

– –2

–1

3

1

0

2

3

Figure 5.15. The sign charts of 𝑔′ (𝑥) (top) and 𝑔″ (𝑥) (bottom)

Using the information from the sign chart for 𝑔′ (𝑥), we can make a better sketch (Figure 5.16) that shows the local maximum and local minima. Meanwhile, 𝑔″ (𝑥) is positive when 𝑥 < −1 or 𝑥 > 1 and is negative when −1 < 𝑥 < 1. This means that the graph of 𝑔(𝑥) is concave up on (−∞, −1), concave down on (−1, 1), and concave up on (1, ∞). Using the information from the sign chart for 𝑔″ (𝑥),

4

6, 0

–3

–2

6, 0

2

–1

1

2

3

–4 –6

3,

9

–8 –10

3,

9

Figure 5.16. A better sketch of the graph of 𝑔(𝑥) = 𝑥4 − 6𝑥2

114

5. Computing and Using Derivatives

Figure 5.17. The actual graph of 𝑔(𝑥) = 𝑥4 − 6𝑥2

we can make a better sketch that resembles the true graph of 𝑔(𝑥), shown in Figure 5.17.

5.6. Newton’s Method 𝑥2

Graphing 𝑓(𝑥) = 𝑒𝑥 + 2 − 4𝑥 + 1. A key part of curve sketching was finding the roots, critical points, and subcritical points of 𝑓(𝑥). This involved solving the equations 𝑓(𝑥) = 0, 𝑓′ (𝑥) = 0, and 𝑓″ (𝑥) = 0. In our examples, 𝑓(𝑥) and its derivatives were polynomials that were easily factored, which made producing our sign charts easy. But what do we do when we have to deal with a more complicated function, such 𝑥2 as 𝑓(𝑥) = 𝑒𝑥 + 2 − 4𝑥 + 1, with 𝑓′ (𝑥) = 𝑒𝑥 + 𝑥 − 4 and 𝑓″ (𝑥) = 𝑒𝑥 + 1? In this example, 𝑓″ (𝑥) is always positive, so 𝑓′ (𝑥) is always increasing and 𝑓(𝑥) is always concave up. But what do the sign charts of 𝑓′ and 𝑓 look like? Since 𝑓′ (𝑥) is always increasing, there can be at most one critical point of 𝑓(𝑥). Since 𝑓′ (1) = 𝑒 − 3 ≈ −0.282 is negative and 𝑓′ (2) = 𝑒2 − 2 ≈ 5.39 is positive, that critical point (which is a local minimum by the First Derivative Test) is somewhere between 1 and 2. But where is it? We could try to home in on it with the bisection method of Section 3.7, but there is a better way, called Newton’s method. We’ll return to this example at the end of this section, but first let’s develop the method in general. Question 1: Suppose we have a linear function 𝐿(𝑥) with multiplier (a.k.a. slope) 𝑚, and that 𝐿(𝑎) = 𝑏. Where does this function hit 0?

5.6. Newton’s Method

115

y y = b + m(x – a)

(a, b)

a

x

b m

Figure 5.18. The 𝑥 intercept of a line with slope 𝑚 through (𝑎, 𝑏) is 𝑎 −

𝑏 . 𝑚

Answer: See Figure 5.18. The equation of the linear function in point-slope form is (5.79)

𝐿(𝑥) = 𝑏 + 𝑚(𝑥 − 𝑎).

(Note that we are using point-slope form, not slope-intercept form, and that 𝑏 is not the 𝑦-intercept!) Setting this equal to 0 gives 𝑏 + 𝑚(𝑥 − 𝑎)

=

𝑚(𝑥 − 𝑎)

=

0,

−𝑏, 𝑏 𝑥−𝑎 = − , 𝑚 𝑏 𝑥 = 𝑎− . 𝑚

(5.80)

Question 2: Suppose that we have a nonlinear function 𝑓(𝑥) such that 𝑓(𝑎) = 𝑏 and 𝑓′ (𝑎) = 𝑚. Use a linear approximation to estimate where 𝑓(𝑥) = 0. Answer: This is the same problem! See Figure 5.19. The best linear approximation to our function near 𝑥 = 𝑎 is (5.81) which is 0 at 𝑥 = 𝑎 −

𝑓(𝑥) ≈ 𝑏 + 𝑚(𝑥 − 𝑎) 𝑏 . 𝑚

Idea behind Newton’s method: If 𝑥0 = 𝑎 is close to a root of 𝑓(𝑥), then (5.82) is very close to a root of 𝑓(𝑥).

𝑎−

𝑓(𝑎) 𝑓′ (𝑎)

116

5. Computing and Using Derivatives

y y = b + m(x – a)

(a, b)

a

x

b m

Figure 5.19. A root of a function with 𝑓(𝑎) = 𝑏 and 𝑓′ (𝑎) = 𝑚 is approximately 𝑎 −

𝑏 . 𝑚

The Actual Algorithm for Newton’s Method. Newton’s method uses this idea recursively to home in amazingly quickly on roots. (1) Start with an initial point 𝑥0 that is fairly close to a root. For solving 𝑒𝑥 +𝑥−4 = 0, we will pick 𝑥0 = 1. Unfortunately, there is no simple rule for how to pick 𝑥0 or what “fairly close” means. (2) Turn this into an improved guess, 𝑥1 = 𝑥0 −

𝑓(𝑥0 ) . 𝑓′ (𝑥0 )

(3) Turn this into an improved guess, 𝑥2 = 𝑥1 −

𝑓(𝑥1 ) . 𝑓′ (𝑥1 )

(4) Repeat as many times as necessary, always taking the new guess 𝑥𝑛+1 to be (5.83)

𝑥𝑛+1 = 𝑥𝑛 −

𝑓(𝑥𝑛 ) . 𝑓′ (𝑥𝑛 )

(5) Stop when 𝑓(𝑥𝑛 ) is close enough to 0 (e.g., zero to fifteen decimal places). (6) Convergence is typically extremely fast, with the number of decimal places doubling every step. For some functions, like 𝑥2 (whose derivative is 0 at the root), convergence is slower, but the method still works. (7) If the method didn’t seem to work, either there isn’t a root where we thought there was, or our initial guess 𝑥0 wasn’t good enough. We may need to use the bisection method a few times to get a better 𝑥0 , and then switch to Newton’s method. 𝑥2

Returning to our example, we want to graph the function 𝑓(𝑥) = 𝑒𝑥 + 2 − 4𝑥 + 1, which requires finding the roots of the function 𝑔(𝑥) = 𝑓′ (𝑥) = 𝑒𝑥 + 𝑥 − 4. Here 𝑔′ (𝑥) = 𝑒𝑥 + 1. Since 𝑒 is close to 3, 𝑔(1) = 𝑒 − 3 is fairly close to 0, so it is reasonable to pick 𝑥0 = 1 as our initial guess. Table 5.6 shows our calculations. It only takes three

5.6. Newton’s Method

117

Table 5.6. Solving 𝑔(𝑥) = 0 with Newton’s method

𝑔′ (𝑥𝑛 )

𝑥𝑛 −

1

-0.281718172

3.71828183

1.07576569

1.07576569

0.0008003

3.93223722592

1.0737304832

3.92627558542

1.07372893756

3.92627106245

1.07372893756

𝑥𝑛

0 1 2 3

𝑔(𝑥𝑛 ) 𝑔′ (𝑥𝑛 )

𝑔(𝑥𝑛 )

𝑛

1.0737304832 1.07372893756

6.06861 × 10 1.37 × 10

−6

−11

steps to get from our initial guess 𝑥0 = 1 to an estimate 𝑥3 = 1.07372893756 that is accurate to eleven decimal places. Now that we have found our root 𝑥3 = 1.07371893756 of 𝑔(𝑥), which is a local minimum of 𝑓(𝑥), we evaluate 𝑓(𝑥3 ) = 0.20780222789. Since the value of 𝑓(𝑥) is positive at this minimum, 𝑓(𝑥) must be positive everywhere. More precisely, 𝑓′ (𝑥) is negative for 𝑥 < 𝑥3 and is positive for 𝑥 > 𝑥3 , and 𝑓″ (𝑥) is positive everywhere. This means that the graph of 𝑓(𝑥) is roughly ∪-shaped, with a single minimum at (1.07372893756, 0.20780222789), as shown in Figure 5.20.

Figure 5.20. The graphs of 𝑓(𝑥) = 𝑒𝑥 +

𝑥2 2

− 4𝑥 + 1 and 𝑔(𝑥) = 𝑓′ (𝑥) = 𝑒𝑥 + 𝑥 − 4

Return to Babylon. Next let’s turn our attention to finding square roots. If 𝑎 is a positive number, then the roots of 𝑓(𝑥) = 𝑥2 − 𝑎 are ±√𝑎. Here we have 𝑓′ (𝑥) = 2𝑥, so the formula for Newton’s method becomes 𝑓(𝑥 ) 𝑥𝑛+1 = 𝑥𝑛 − ′ 𝑛 𝑓 (𝑥𝑛 ) 𝑥2 − 𝑎 = 𝑥𝑛 − 𝑛 2𝑥𝑛 𝑥𝑛 𝑎 = + 2 2𝑥𝑛 1 𝑎 = (5.84) ). (𝑥 + 2 𝑛 𝑥𝑛

118

5. Computing and Using Derivatives

For 𝑓(𝑥) = 𝑥2 − 𝑎, Newton’s method is exactly the same as the Babylonian method. That’s why our approximation of √5 in Chapter 3 converged so quickly. As with the Babylonian method, it’s easy to program a computer to do all the calculations in Newton’s method. Here is a sample MATLAB program that implements Newton’s method for 𝑔(𝑥) = 𝑒𝑥 + 𝑥 − 4 and generates the data in Table 5.6. M=zeros(4,5); x = 1; for j=1:4 M(j,1) = j-1 M(j,2)=x M(j,3) = exp(x)+x-4 M(j,4) = exp(x)+1 M(j,5) = M(j,2)-M(j,3)/M(j,4) x = M(j,5) end; Answer=M

% % % % % % % % % % %

Initialize Our initial guess Run the loop n runs from 0 to 3 Write down 𝑥𝑛 That's 𝑔(𝑥𝑛 ) That's 𝑔′ (𝑥𝑛 ) 𝑥𝑛 − 𝑔(𝑥𝑛 )/𝑔′ (𝑥𝑛 ) Set x to its new value Finish the loop Print out the table.

When Newton’s Method Fails. Newton’s method can work brilliantly when three conditions are met: (1) The function has a root. (2) The function is differentiable near that root. (3) Our initial guess is close to that root. In such cases, our sequence of guesses converges quickly to that root, typically doubling the number of decimal places of accuracy at each step. However, things can fall apart when the conditions aren’t met. First, bad things can come from a bad initial guess, even if the function itself is 2 well behaved. For instance, consider the function 𝑓(𝑥) = 𝑥𝑒−𝑥 /2 shown in Figure 5.21. This function has a single root at 𝑥 = 0 and critical points at 𝑥 = ±1. If we choose 𝑥0 close enough to the origin (anything between −√2/2 and √2/2 will do), the method works and we quickly converge to 0. This region is called the basin of attraction for the root 𝑥 = 0. If 𝑥0 > 1, however, the tangent line leads us in the wrong direction. For instance, if 𝑥0 = 2, then 𝑥1 = 8/3 ≈ 2.67. If 𝑥 is between √2/2 and 1 or between −1 and −√2/2, then the tangent line takes us in the right direction, but overshoots. For instance, if 𝑥0 = 0.8, then 𝑥1 ≈ −1.42. Next, Newton’s method will often fail if 𝑓(𝑥) is not differentiable at the root. For instance, the graph of the function 𝑓(𝑥) = 𝑥1/3 (see Figure 5.22) has a vertical tangent at 𝑥 = 0, so there is no good linear approximation to the function there. In this case, we wind up overshooting the mark no matter where we start, and (5.85)

𝑥𝑛+1 = 𝑥𝑛 −

𝑥𝑛1/3 1 −2/3 𝑥 3

= 𝑥𝑛 − 3𝑥𝑛 = −2𝑥𝑛 .

5.6. Newton’s Method

119

2 /2

Figure 5.21. Newton’s method for 𝑓(𝑥) = 𝑥𝑒−𝑥 but not from 𝑥0 = 0.8 or 𝑥0 = 2.

works well starting from 𝑥0 = 0.4

Figure 5.22. No matter where we start, Newton’s method for 𝑓(𝑥) = 𝑥1/3 badly overshoots.

If our first guess is 𝑥0 = 0.01, then we’ll get 𝑥1 = −0.02, 𝑥3 = 0.04, 𝑥4 = −0.08, and so on. Finally, Newton’s method can be deceived by points that are almost roots, but not quite. For instance, the graph of 𝑓(𝑥) = 𝑥2 + 0.01, shown in Figure 5.23, comes close to touching the 𝑥 axis at 𝑥 = 0. If we start at 𝑥0 = 1, the first few estimates are 𝑥1 = 0.495, 𝑥2 = 0.237399, 𝑥3 = 0.97579, and 𝑥4 = −0.0024510, and it looks like we’re approaching a root. However, at the fifth step we run away. The value of 𝑓(𝑥4 ) is quite small, but the value of 𝑓′ (𝑥4 ) is even smaller, making 𝑥5 = 𝑥4 − 𝑓(𝑥4 )/𝑓′ (𝑥4 ) = 2.038758 big.

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5. Computing and Using Derivatives

Figure 5.23. When doing one step of Newton’s method on 𝑓(𝑥) = 𝑥2 + 0.01, the extra 0.01 doesn’t really matter when 𝑥0 is big, but can matter quite a bit when 𝑥0 is small.

5.7. Chapter Summary The Main Ideas. • The derivatives of our basic “building block” functions are the following. 𝑓(𝑥)

𝑥𝑛

sin(𝑥)

cos(𝑥)

tan(𝑥)

𝑎𝑥

𝑒𝑥

𝑓′ (𝑥)

𝑛𝑥𝑛−1

cos(𝑥)

− sin(𝑥)

sec2 (𝑥)

𝑘𝑎 𝑎𝑥

𝑒𝑥

• Sums, differences, and scalar multiples of functions follow the obvious rule (5.86)

(𝑎𝑓(𝑥) + 𝑏𝑔(𝑥))′ = 𝑎𝑓′ (𝑥) + 𝑏𝑔′ (𝑥).

• The product rule is (5.87)

(𝑓(𝑥)𝑔(𝑥))′ = 𝑓(𝑥)𝑔′ (𝑥) + 𝑔(𝑥)𝑓′ (𝑥).

The derivative is not 𝑓′ (𝑥)𝑔′ (𝑥). • The quotient rule is ′

(5.88)

(

𝑓′ (𝑥)𝑔(𝑥) − 𝑔′ (𝑥)𝑓(𝑥) 𝑓(𝑥) . ) = 2 𝑔(𝑥) (𝑔(𝑥))

• There are three forms of the chain rule. Learn all three, since there are places where each one is the most useful: 𝑑𝑧 𝑑𝑧 𝑑𝑦 = Leibniz’s chain rule; 𝑑𝑥 𝑑𝑦 𝑑𝑥 (𝑓(𝑔(𝑥)))′ = 𝑓′ (𝑔(𝑥)) 𝑔′ (𝑥) (5.89)

𝑑𝑢 𝑑 𝑓(𝑢) = 𝑓′ (𝑢) 𝑑𝑥 𝑑𝑥

Newton’s chain rule; the hybrid chain rule.

5.7. Chapter Summary

121

• What goes up has to stop before it comes down. Local maxima and minima can only occur at critical points. Almost all optimization problems involve taking the derivative of something and setting it equal to 0. • Business optimization problems involve both the quantity 𝑥 and the price 𝑝 of an item being manufactured. These are related by the price function and the demand function. Sometimes you control 𝑥 and have to write 𝑝 as a function of 𝑥. Sometimes you control 𝑝 and have to write 𝑥 as a function of 𝑝. Either way, the revenue is 𝑥 times 𝑝 and the profit is the revenue minus the cost. • First derivative test: 1. Local maxima occur where 𝑓′ (𝑥) switches from positive to negative. 2. Local minima occur where 𝑓′ (𝑥) switches from negative to positive. • Second derivative test: 1. If 𝑓′ (𝑥) = 0 and 𝑓″ (𝑥) < 0, then there is a local maximum at 𝑥. 2. If 𝑓′ (𝑥) = 0 and 𝑓″ (𝑥) > 0, then there is a local minimum at 𝑥. 3. If 𝑓′ (𝑥) = 0 and 𝑓″ (𝑥) = 0, then we can’t tell. • The key to graphing is making sign charts of 𝑓(𝑥), 𝑓′ (𝑥), and 𝑓″ (𝑥). • The sign of 𝑓′ (𝑥) tells whether 𝑓(𝑥) is increasing or decreasing. The sign of 𝑓″ (𝑥) tells whether the graph of 𝑓(𝑥) is concave up or concave down. • Newton’s method is the iteration 𝑥𝑛+1 = 𝑥𝑛 − 𝑓(𝑥𝑛 )/𝑓′ (𝑥𝑛 ). It homes in extremely quickly to a root of 𝑓(𝑥) if 𝑓(𝑥) is differentiable and our initial guess is close enough to that root. Expectations. You should be able to: • State from memory the derivatives of the basic functions, the product and quotient rules, and all three versions of the chain rule. • Use the rules to analyze the derivative of a complicated function, breaking it down step by step until all that is left are derivatives of building blocks. • Solve related rates problems using the chain rule. • Optimize a function by finding its critical points and applying the first and second derivative tests. • Apply optimization to business problems involving cost, revenue, and profit, both in situations where you control the quantity (and price is a function of quantity) and in situations where you control the price (and demand is a function of price). • Use sign charts for 𝑓(𝑥), 𝑓′ (𝑥), and 𝑓″ (𝑥) to sketch the graph of a function, correctly indicating – regions where the function is positive, – regions where the function is negative, – regions where the function is increasing, – regions where the function is decreasing, – regions where the graph is concave up, – regions where the graph is concave down, and – the locations of roots, local maxima, local minima, and points of inflection.

122

5. Computing and Using Derivatives

• Use Newton’s method to find roots of a complicated functions. • Write (or adapt) a computer program to automate that computation.

5.8. Supplemental Material: Small Angle Approximations In Section 5.1, we computed the limits (5.90)

lim

ℎ→0

sin(ℎ) ℎ

and

lim

ℎ→0

cos(ℎ) − 1 ℎ

numerically, finding that the first limit is 1 and the second limit is 0. Here we’ll derive these limits rigorously, and in the process we’ll develop two very useful approximations, (5.91)

sin(𝑥) ≈ 𝑥

and

cos(𝑥) ≈ 1 −

𝑥2 , 2

that apply whenever the angle 𝑥 is small (up to half a radian or so, or just under 30 degrees). These are called small angle approximations. Suppose that ℎ is an angle between 0 and 𝜋/2. If we take a wedge 𝑊 of angle ℎ from the unit circle, the area of 𝑊 is a fraction ℎ/(2𝜋) of the area of the entire circle ℎ ℎ and is therefore equal to 2𝜋 𝜋 = 2 . We then consider a triangle 𝑇1 inscribed in 𝑊 and a triangle 𝑇2 that contains 𝑊, as in Figure 5.24. The triangle 𝑇1 has a base of cos(ℎ) and a height of sin(ℎ), so it has an area of sin(ℎ) sin(ℎ) cos(ℎ)/2. The triangle 𝑇2 has a base of 1 and a height of tan(ℎ) = cos(ℎ) , so it has an area of

(5.92)

sin(ℎ) . 2 cos(ℎ)

Since 𝑇1 is contained in 𝑊, and 𝑊 is contained in 𝑇2 , we have

Area of 𝑇1 sin(ℎ) cos(ℎ) 2

<
0? In what two situations is 𝑣(𝑡) = 0? What is the maximum height of the mass? When and where does the mass reach its maximum velocity?

Circumference, Area, and Volume 5.21.

The circumference of a circle of radius 𝑟 is 𝐶(𝑟) = 2𝜋𝑟. (a) If 𝑟 is measured in meters, what are the units of 𝐶 and 𝐶 ′ ? (b) Compute the derivative 𝐶 ′ (𝑟). Does it have the correct units, according to part (a)? (c) How much does the circumference of a circle change if its radius increases from 100 meters to 101 meters? (d) Imagine that the Earth is a perfect sphere, and that a giant belt about 24,000 miles long is placed along the equator. How much fabric would have to be added to the belt to raise it one inch (everywhere) above the ground?

5.22.

The area of a circle of radius 𝑟 is 𝐴(𝑟) = 𝜋𝑟2 . (a) If 𝑟 is measured in meters, what are the units of 𝐴 and 𝐴′ ? (b) Compute the derivative 𝐴′ (𝑟). Does it have the correct units, according to part (a)? (c) Imagine a circular public park of radius 100 meters. The city decides to put a sidewalk, 1 meter wide, around the outer edge of the park. Using a linear approximation for area near 𝑟 = 100 meters, estimate the area of the sidewalk. (d) The area of the sidewalk is also approximately the same as the width of the sidewalk times the length of the sidewalk. (This is only approximate since the the outside and inside of the sidewalk have slightly different lengths, as we saw in Exercise 5.21.) What is the approximate length of the sidewalk? (e) Repeat parts (c) and (d) for a circle of radius 𝑟 and a sidewalk of width Δ𝑟. What does this tell us about how the area and circumference of a circle are related?

5.23.

The volume of a sphere of radius 𝑟 is 𝑉(𝑟) = 3 𝜋𝑟3 . (a) If 𝑟 is measured in meters, what are the units of 𝑉 and 𝑉 ′ ? (b) Imagine a sphere of radius 3 meters that we want to paint with a layer of paint that is 1 mm thick. The painted sphere will then have a radius of 3.001 meters. Using the microscope equation for 𝑉 near 𝑟 = 3 meters, estimate the volume of paint needed to do the job. (c) The amount of paint needed is approximately the surface area of the sphere times the thickness of the paint. What is the approximate surface area of the sphere? (d) Repeat parts (b) and (c) for a sphere of arbitrary radius 𝑟 and paint of thickness Δ𝑟 to derive a formula for the surface area of a sphere of radius 𝑟.

5.24.

If the radius of a spherical balloon is 𝑟 inches, its volume is 3 𝜋𝑟3 cubic inches. (a) The radius of the balloon is changing. What is the change in the balloon’s volume per change in its radius when the radius is 3 inches?

4

4

128

5. Computing and Using Derivatives

(b) When the radius is 3 inches, approximately how much does the radius have to increase to increase the volume by 25 cubic inches? (c) Suppose that someone is inflating the balloon at the rate of 19 cubic inches of air per second. When the radius is 9 inches, at what rate is the radius increasing in inches per second? Business Optimization 5.25.

A company manufactures and sells 𝑥 pounds of beef jerky per week. Suppose the cost and revenue functions are 𝑥2 𝐶(𝑥) = 4000 + 20𝑥, 𝑅(𝑥) = 40𝑥 − , 0 ≤ 𝑥 ≤ 600. 100 (a) At a production level 𝑥 = 400, find the marginal cost 𝐶 ′ (400), the marginal revenue 𝑅′ (400), and the marginal profit 𝑃 ′ (400). (b) Use the microscope equation to approximate the changes in revenue and profit if production is increased from 400 to 410 pounds per week. (c) Suppose the company decides to expand and adds a second smoker oven. Now the cost and revenue functions are given by 𝑥2 , 0 ≤ 𝑥 ≤ 1200. 100 (a) Find 𝐶 ′ (1100), 𝑅′ (1100), and 𝑃 ′ (1100). (b) Use the microscope equation to approximate the changes in revenue and profit if production is increased from 1100 to 1120 pounds per week. Is increasing production above 1100 a good or bad idea? (c) What is the most profitable level of production?

𝐶(𝑥) = 5000 + 20𝑥,

5.26.

𝑅(𝑥) = 40𝑥 −

The average profit function, 𝑃(𝑥), is given by 𝑃(𝑥) , 𝑥 where 𝑃(𝑥) is the profit when 𝑥 units are produced. (a) Describe in words what the average profit function means. (b) If 𝑃(𝑥) < 0, is it possible that 𝑃′ (𝑥) > 0? Explain. (c) If 𝑃(𝑥) < 0, is it possible that 𝑃′ (𝑥) > 0? Explain. (d) Find a condition involving 𝑃(𝑥) and 𝑃′ (𝑥) that implies 𝑃 ′ (𝑥) > 0. Interpret this condition. 𝑃(𝑥) =

5.27.

The revenue function, 𝑅(𝑥), is given by 𝑅(𝑥) = 𝑥𝑝(𝑥), where 𝑝(𝑥) is the price function. (a) Describe in words why this is the correct formula for the revenue function. (b) Is it possible to have 𝑅′ (𝑥) > 0 if 𝑝′ (𝑥) < 0? Why or why not? (c) Find a condition involving 𝑝′ (𝑥) that implies 𝑅′ (𝑥) > 0. Interpret this condition.

Savings and Loan Associations (S&Ls). In the 1942 film “It’s a Wonderful Life,” the main character (George Bailey) operates Bailey’s Savings and Loan. S&Ls specialize in collecting money from depositors and lending it out for home mortgages. The depositors earn interest at an annual interest rate of 𝑟 𝑑 , while the S&L charges a (higher!) annual interest rate of 𝑟 𝑏 on its mortgages. The S&L needs to make 𝑟 𝑑 big enough to

5.9. Exercises

129

entice people to deposit their money, but it doesn’t want to pay any more interest than it has to. 5.28.

From prior experience, the current operator of Bailey’s Savings and Loan expects people to deposit 100 million times 𝑟 𝑑 dollars into the S&L. Due to government regulations, the S&L can only loan out 80% of the money deposited. Borrowers then pay 8% interest (𝑟 𝑏 = 0.08) on their loans. For example, if Bailey’s offers 3% interest on deposits (𝑟 𝑑 = 0.03), then the deposits will total 0.03 × 100,000,000 = 3,000,000 dollars. They can then loan 80% of $3 million, or $2,400,000, at 8% interest, earning 0.08 × $2,400,000 = $192,000 per year in interest. Since they will also pay out $90,000/year in interest to depositors, their net yearly profit is $102,000. If 𝑟 𝑏 = 0.08, what interest rate 𝑟 𝑑 on deposits will maximize Bailey’s profit?

Optimizing Price. Exercises 5.29–5.32 involve picking the right price for a product to maximize profit. This depends on the demand function 𝐷(𝑝) and on the cost function 𝐶(𝑥). In many industries, the cost of producing 𝑥 items is proportional to 𝑥. The proportionality constant is called the unit manufacturing cost. For instance, if the unit manufacturing cost is $1.83/item, then the cost function is 𝐶(𝑥) = 1.83𝑥. 5.29.

Suppose that the demand function for a particular product is 𝐷(𝑝) = 3000 − 500𝑝 and the unit manufacturing cost is $1.00/item. (a) What price should the manufacturer charge to maximize its profit? (b) Suppose the unit manufacturing cost rises to $1.50/item. What is the new optimal price? (c) To maximize profit, what fraction of the rise in the unit manufacturing cost should be passed on to the consumer?

5.30.

Suppose the demand function for a car is 𝐷(𝑝) = 100,000 − 2𝑝. (a) If the manufacturing cost is $20,000/car, how much should the auto company charge to maximize profit? (b) If the manufacturing cost increases to $24,000/car, how much should the auto company charge?

5.31.

Suppose that a toy has a nonlinear demand function 𝐷(𝑝) =

1,500,000 . Find 100 + 𝑝2 the price that will maximize profit when the unit manufacturing cost is $10, when the unit cost is $15, and when the unit cost is $20.

Food for Thought: Exercises 5.29–5.30 illustrate an interesting phenomenon. When the demand function is linear—but only when it is linear—exactly half of any increase in the unit manufacturing cost should be passed on to the consumer. We explore this in general in Exercise 5.32. 5.32.

Consider a general linear demand function 𝐷(𝑝) = 𝑎 − 𝑚𝑝, with unit cost 𝑐. (a) In terms of 𝑎, 𝑚, and 𝑐, what is the price that maximizes profit? (b) Is exactly half the cost of manufacturing passed on to the consumer? Explain.

130

5. Computing and Using Derivatives

Other Maxima and Minima 1

1

5.33.

At what positive value of 𝑥 does 𝑓(𝑥) = 4 𝑥 + 𝑥2 attain its minimum value? Explain how you found this value. (You should not use MATLAB or a graphing calculator to do this problem.)

5.34.

What is the minimum value of the function 𝑓(𝑥) = 4 𝑥 + 𝑥2 on the interval [3, 5]? Where does this minimum occur? Explain how you found this value of 𝑥. (You should not use MATLAB or a graphing calculator to do this problem.)

1

1

Derivatives and Graphs 5.35.

Let 𝑓(𝑥) = 𝑥3 + 3𝑥. (a) Make a sign chart for 𝑓(𝑥). (b) Compute 𝑓′ (𝑥) and make a sign chart for 𝑓′ (𝑥). (c) Compute 𝑓″ (𝑥) and make a sign chart for 𝑓″ (𝑥). (d) Sketch the graph of 𝑓(𝑥) between 𝑥 = −2 and 𝑥 = 2.

5.36.

Let 𝑓(𝑥) = 𝑥4 − 4𝑥2 + 3. (a) Make a sign chart for 𝑓(𝑥). (b) Compute 𝑓′ (𝑥) and make a sign chart for 𝑓′ (𝑥). (c) Compute 𝑓″ (𝑥) and make a sign chart for 𝑓″ (𝑥). (d) Sketch the graph of 𝑓(𝑥) between 𝑥 = −2.5 and 𝑥 = 2.5.

5.37.

Let 𝑓(𝑥) = 𝑥𝑒−𝑥 . (a) Make a sign chart for 𝑓(𝑥). (b) Compute 𝑓′ (𝑥) and make a sign chart for 𝑓′ (𝑥). (c) Compute 𝑓″ (𝑥) and make a sign chart for 𝑓″ (𝑥). (d) Sketch the graph of 𝑓(𝑥) between 𝑥 = −1 and 𝑥 = 4.

5.38.

Let 𝑓(𝑥) = 𝑒−𝑥 . This function is always positive, so we don’t have to bother with a sign chart for 𝑓(𝑥). (a) Compute 𝑓′ (𝑥) and make a sign chart for 𝑓′ (𝑥). (b) Compute 𝑓″ (𝑥) and make a sign chart for 𝑓″ (𝑥). (c) Sketch the graph of 𝑓(𝑥) between 𝑥 = −2 and 𝑥 = 2.

5.39.

The graph below gives the annual profit 𝑦 = 𝑃(𝑥) for a certain product, where 𝑥 is the amount of capital expenditures. (a) Interpret 𝑃(0). (b) Sketch a graph of 𝑃 ′ (𝑥). (c) Describe in words how the profit changes as capital expenditures increase.

Annual Profit 𝑃(𝑥)

2

Capital Expenditures 𝑥

5.9. Exercises

131

(d) Sketch a graph of 𝑃″ (𝑥). What is the economic significance of the point of inflection of the original profit function 𝑃(𝑥)? (Hint: Look up “diminishing returns.”) 5.40.

Answer the following questions for each graph. • At the indicated point 𝑥∗ , what is the sign (+, −, or 0) of 𝑓′ ? • Is 𝑓′ (not 𝑓) increasing or decreasing at 𝑥∗ ? • What is the sign of 𝑓″ (the derivative of 𝑓′ ) at 𝑥∗ ? (a)

(b)

𝑦

𝑦

𝑥

𝑥

𝑥∗

(c)

𝑥∗

(d)

𝑦

𝑦

𝑥

𝑥

𝑥∗

(e)

𝑥∗

(f)

𝑦

𝑦

𝑥 𝑥∗

5.41.

𝑥 𝑥∗

Sketch the graph of a function 𝑓(𝑥) that satisfies each set of conditions. (There are many such functions to choose from.) On each graph, mark any critical points or extrema. (a) 𝑓′ (𝑥) < 0 for 𝑥 < 0; 𝑓′ (0) = 0; 𝑓′ (0) > 0 for 0 < 𝑥 < 3; ′ ′ 𝑓 (3) = 0; 𝑓 (𝑥) < 0 for 𝑥 > 3. (b) 𝑓′ (𝑥) < 0 for 𝑥 < 1; 𝑓′ (1) = 0; 𝑓′ (𝑥) > 0 for 𝑥 > 1. ′ ″ ′ (c) 𝑓 (−2) = 0; 𝑓 (−2) < 0; 𝑓 (2) = 0; 𝑓″ (2) > 0. ′ ″ (d) 𝑓(5/2) = 1; 𝑓 (𝑥) > 0 everywhere; 𝑓 (𝑥) > 0 when 𝑥 < 5/2; 𝑓″ (𝑥) < 0 when 𝑥 > 5/2.

132

5.42.

5. Computing and Using Derivatives

Consider the following graph of a function 𝑓(𝑥). 𝑦

𝑑 𝑎

𝑏

𝑥

𝑐

(a) Is the second derivative greater at point 𝑏 or point 𝑑? Explain. (b) On a copy of this curve, indicate where the curve is concave up and where it is concave down. (c) Sketch a graph of the derivative 𝑓′ (𝑥). Label the points corresponding to 𝑎 through 𝑑 on your sketch. (d) Sketch a graph of the second derivative 𝑓″ (𝑥). Label the points corresponding to 𝑎 through 𝑑 on your sketch. 5.43.

Copy each graph and mark any critical points or extrema. Indicate which extrema are local and which are global. (Assume that at their ends the curves continue in the direction they are headed.)

(a)

(b)

𝑦

𝑦

𝑥

𝑥 1

(c)

𝑦

𝑥 −4

−2

2

4

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133

Newton’s Method 5.44.

Newton used the example 𝑥3 − 2𝑥 − 5 = 0 to introduce his method for finding roots. (a) Explain why there must be a root somewhere between 𝑥 = 2 and 𝑥 = 3. (b) Starting at 𝑥0 = 2, find this root to an accuracy of at least four decimal places.

5.45.

Use Newton’s method to find a solution of 𝑥3 + 2𝑥2 = 6 near the point 𝑥 = 1, accurate to at least four decimal places.

5.46.

Consider the equation 𝑥4 − 8𝑥2 + 5 = 0. 1 (a) Starting at 𝑥0 = 2 , find a root to an accuracy of at least four decimal places. 1

(b) Starting at 𝑥0 = − 2 , find a different root to an accuracy of at least four decimal places. (c) Find the two other roots, again to at least four decimal places, by starting at 𝑥0 = 3 and 𝑥0 = −3. (d) What happens if you start at 𝑥0 = 0, at 𝑥0 = 2, or at 𝑥0 = −2? Why are these really bad initial guesses? Food for Thought: While there is no general formula for the roots of a polynomial of fifth order or higher, and the formulas for third and fourth-order polynomials are too complicated to be useful, we can sometimes solve higher-order polynomial equations by other means. For instance, the equation 𝑥4 −8𝑥2 +5 can be solved exactly by defining 𝑦 = 𝑥2 , which turns the equation into 𝑦2 − 8𝑦 + 5 = 0. The quadratic formula then tells us that 𝑦 = 4 ± √11, so 𝑥 = ±√4 ± √11. You should check that these are in fact the four roots that you approximated in Exercise 5.46.

Chapter 6

Models of Growth and Oscillation

Exponential growth

Exponential decay

Oscillation Limited growth

Figure 6.1. Four ways that a quantity can evolve

Figure 6.1 shows four kinds of graphs that you may see when studying real-world phenomena. The top left graph might represent the value of a bank account, the number of active users at the beginning of an marketing campaign, or the population of an invasive species. The top right graph might represent a quantity of radioactive material, 135

136

6. Models of Growth and Oscillation

the value of a failing investment, or the amount of pollution in a lake that is gradually flushing itself clean. The bottom left graph might represent the later stages of the top left picture. The number of people who have seen a viral video, or the population of an invasive species, can’t keep growing forever. Eventually it levels out. Finally, the bottom right graph could represent any quantity that goes in a repeating cycle, from the motion of a wheel to a pendulum to the seasons to the business cycle. These four patterns appear over and over again in the real world. In this chapter we will study how and why that happens. The world operates according to laws, but these laws typically don’t tell us how much of something there will be at time 𝑡. Instead, these laws tell us how fast that quantity (or those quantities) are changing. Your bank’s policies don’t determine how much money is in your bank account, but they do determine how fast your balance is increasing. The law of gravity doesn’t determine the velocity of a falling object, but it does say how fast that velocity is changing. Population biology doesn’t determine how many rabbits are in a colony, but it does say how the population changes with time. In other words, most of the laws that govern the natural world are expressed mathematically as differential equations. These are equations that relate the derivative (usually with respect to time) of one or more quantities to the current levels of those quantities and to the time.1 For instance, we have already seen that if we invest a certain amount of money at 6% annual interest (compounded continuously), then our balance 𝑦(𝑡) follows the differential equation 𝑑𝑦 = 0.06𝑦. 𝑑𝑡

(6.1)

We have also already seen that the numbers of Potential, Active, and Rejected users of a new product follow the SIR system of differential equations

(6.2)

𝑑𝑆 𝑑𝑡

= −𝑎𝑆𝐼,

𝑑𝐼 𝑑𝑡

=

𝑑𝑅 𝑑𝑡

=

𝑎𝑆𝐼 − 𝑏𝐼, 𝑏𝐼.

It turns out that very many phenomena are described, at least approximately, by a few very simple differential equations. The solutions to these differential equations then give the pictures in Figure 6.1. In this chapter, • We will see how to take the laws of the world (described in words) and express them as differential equations. This is the essence of modeling. Most of the time, as with modeling the spread of disease, the resulting differential equations will be too complicated for us to find a formula for the solution. 1 Before we learned what derivatives were, we called such things rate equations, but almost everybody calls them differential equations, and we’re going to follow suit.

6.1. Modeling with Differential Equations

137

• We will learn about the simplest differential equations, so simple that we can solve them exactly. (6.3)

𝑑𝑦 = 𝑟𝑦 𝑑𝑡

(6.4)

𝑑𝑦 = −𝑟𝑦 𝑑𝑡

(6.5)

𝑑𝑦 = 𝑟𝑥, 𝑑𝑡

(exponential growth);

(exponential decay);

𝑑𝑥 = −𝑟𝑦 𝑑𝑡

(circular motion).

• We will learn about (or review) the kinds of functions that show up as solutions to these equations. These include exponentials, logs, and trigonometric (trig) functions. Exponentials and logs are explained in Section 6.2. The supplemental material in Section 6.7 is “A Crash Course in Trigonometry”. • We will learn about more realistic models that take more features into account. In particular, in Section 6.5 we will study the logistic equation (6.6)

𝑑𝑦 𝑦 = 𝑟𝑦 (1 − ) , 𝑑𝑡 𝐿 which describes the growth of a single population with limited resources, as well as the Lotka–Volterra equations that describe the interaction of predators with prey. Here the emphasis isn’t on finding a formula for the solution, but on understanding what is happening qualitatively.

6.1. Modeling with Differential Equations There are several ingredients to a model involving differential equations. (1) The differential equation itself describes the rules of the game. (2) The initial conditions describe our starting point. A differential equation together with an initial condition is called an initial value problem, or IVP. (3) A solution to the IVP. This is a function whose derivative follows the rules established by the differential equation and whose starting value matches the initial condition. (4) A numerical solution to the IVP. Most of the time we can’t find a formula for the solution to the IVP, but that’s OK. As long as we can approximate it on a computer, we can make useful predictions. (5) General solutions to a differential equation. These are families of functions that solve a differential equation, involving parameters that can be adjusted to match whatever initial conditions we want. If we can find a general solution (and that’s a big if!), then we can understand what happens without relying on a computer. We’ll go over these ingredients, one at a time.

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6. Models of Growth and Oscillation

The Rules of the Game. Put your money to work. If we invest money in a bank, what are the rules of the game? At most banks, the main rule is that the bank gives us interest at a rate proportional to how much money we have invested. If we invest $100, we get a certain amount of interest. If we invest $100,000, we get 1000 times that much interest. This proportionality is expressed with an interest rate 𝑟, which might vary from bank to bank. Like the coefficients 𝑎 and 𝑏 in the SIR model, 𝑟 is a parameter of the system. We can summarize the rule in two ways: The bank pays us money at a rate 𝑟 times our current balance. (6.7)

𝑑𝑦 = 𝑟𝑦. 𝑑𝑡

The differential equation and the sentence above it mean exactly the same thing! The only difference is that one is written in words and the other is written with a formula. 𝑑𝑦/𝑑𝑡 is a very efficient way of saying “the rate at which our bank balance is growing” and 𝑟𝑦 is an efficient way of saying “the interest rate 𝑟 times our current balance”. Now suppose that the bank charged a fee of $𝐹/year for having an account. Then the rules of the game would be different, and our differential equation would be different. The rules would then be Money comes in at a rate proportional to how much we have (𝑟𝑦) and leaves at a constant rate (𝐹). (6.8)

𝑑𝑦 = 𝑟𝑦 − 𝐹. 𝑑𝑡

Each term corresponds to a feature of the rule. Extra features mean extra terms. Some banks have rules that are more complicated, in which case our differential equation will be more complicated. For instance, suppose that the fee is waived for accounts with balances of $10,000 or more. Our new rule, in both words and equations, is If 𝑦 ≥ 10,000, then money comes in at rate 𝑟𝑦. If 𝑦 < 10,000, then money comes in at rate 𝑟𝑦 and goes out at rate 𝐹. (6.9)

𝑟𝑦 𝑑𝑦 ={ 𝑑𝑡 𝑟𝑦 − 𝐹

if 𝑦 ≥ 10,000, if 𝑦 < 10,000.

Beware of falling rocks. Next let’s consider the rules of a completely different game: a rock that is falling to the ground. We don’t know the rock’s velocity 𝑣(𝑡), but (ignoring air resistance) the law of gravity tells us how fast that velocity is changing: (6.10)

𝑑𝑣 feet . = −32 2 𝑑𝑡 second

Since it ignores air resistance, this differential equation does not describe reality exactly. It is only an approximation, but as we already know, close is good enough. As long as the rock is reasonably heavy and isn’t moving too fast, equation (6.10) is accurate. If we are talking about a falling feather instead of a rock, or if the rock is a

6.1. Modeling with Differential Equations

139

meteorite moving at thousands of feet per second, then we have to add an additional term to the equation to account for air resistance. You may have noticed that 𝑣(𝑡) is itself a rate of change. It is the derivative of the height 𝑧(𝑡) of our rock above the ground. The law of gravity tells us about the second derivative of 𝑧. That is, (6.11)

feet 𝑑2𝑧 = −32 . 2 𝑑𝑡2 second

Equation (6.11) is called a second-order differential equation, because it describes a second derivative, while (6.10) is called a first-order differential equation. Secondorder differential equations come up a lot in physics, where Newton’s Second Law of Motion, 𝐹 = 𝑚𝑎, relates the acceleration of an object (that is, the second derivative of the position) to the force applied to that object. However, every second-order system of equations can be converted to a first-order system of equations by defining additional variables, such as the velocity. In the case of a falling rock, the second-order differential equation (6.11) is equivalent to the system of two first-order equations, (6.12)

𝑑𝑧/𝑑𝑡

=

𝑣,

𝑑𝑣/𝑑𝑡

=

−32 feet/second .

2

In this chapter we will mostly concentrate on first-order equations of the form 𝑑𝑦 = 𝑓(𝑦, 𝑡), 𝑑𝑡 for a single function 𝑦(𝑡), and on sets of differential equations of the form

(6.13)

𝑑𝑦1 𝑑𝑡

= 𝑓1 (𝑦1 , . . . , 𝑦𝑛 , 𝑡)

𝑑𝑦2 𝑑𝑡

= 𝑓2 (𝑦1 , . . . , 𝑦𝑛 , 𝑡)

⋮ 𝑑𝑦𝑛 (6.14) = 𝑓𝑛 (𝑦1 , . . . , 𝑦𝑛 , 𝑡) 𝑑𝑡 for a larger set {𝑦1 (𝑡), . . . , 𝑦𝑛 (𝑡)} of functions. In our examples, 𝑓(𝑦, 𝑡) and 𝑓𝑗 (𝑦1 , . . . , 𝑦𝑛 , 𝑡) will be fixed expressions, such as 0.05𝑦 − 100 or 𝑦21 − 𝑦22 + 3𝑡. Initial Conditions and Initial Value Problems. By themselves, the rules of the game don’t determine the outcome. Three investors who invest $1000, $2000, and $10,000 at the same bank are playing by the same rules, but the graphs of their bank balances over time will not be the same. If the bank gives 5% interest and charges a $100/year fee, then the differential equation is 𝑑𝑦 = 0.05𝑦 − 100. 𝑑𝑡 The $1000 investor loses money, since he pays more in fees ($100/year) than he gets in interest (initially $50/year). The investor who starts with $2000 breaks even, earning exactly as much interest as he pays in fees. Meanwhile, the investor who starts with $10,000 makes money. See Figure 6.2.

(6.15)

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6. Models of Growth and Oscillation

Figure 6.2. Three solutions to the differential equation (6.15)

In other words, the result of our model depends not just on the differential equation itself, but also on the starting point (6.16)

𝑦(0) = 1000

or

𝑦(0) = 2000

or

𝑦(0) = 10,000.

We call the starting point an initial condition. For our bank problem, that means specifying the bank balance 𝑦 at some initial time 𝑡0 . (We often start things at 𝑡0 = 0, but not always.) Our falling rock problem involves two quantities, 𝑧 and 𝑣, so our initial conditions have to specify both 𝑣(𝑡0 ) and 𝑧(𝑡0 ). For the SIR equations, we need to specify 𝑆(𝑡0 ), 𝐼(𝑡0 ), and 𝑅(𝑡0 ). In general, we need to specify one piece of data for each variable in the problem. Do you think it’s fair that a rich investor makes money from the bank while a poor investor loses money? Of course, this is a question about life in general, and not just about banks. It would be nice if life were fair, with everybody playing by the same rules and starting out with the same initial conditions, but that doesn’t happen. Some people are born rich, others poor. Some are born with special abilities or with disabilities. Some have more educational opportunities than others. The list goes on. Almost everybody believes that things should be as fair as possible, but people disagree about what “fair” means. Some take the differences in initial conditions as given and want to make the rules of the game exactly the same for everybody. Others think that the rules should include handicaps to help those whose initial conditions are worse. Still others say that we should share resources so that everybody has the same initial conditions. So what do you think is fair? Math can’t provide the answer, but at least it can frame the question. The better you understand how outcomes depend both on rules (differential equations) and on initial conditions, the better you’ll be at pursuing whatever kind of fairness you believe in.

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141

A differential equation, together with a set of initial conditions, is called an initial value problem, or IVP. Here are some examples of IVPs: • The IVP 𝑑𝑦 = −0.1(𝑦 − 70), 𝑦(0) = 170, 𝑑𝑡 might describe the temperature 𝑦(𝑡) of a cup of coffee (in degrees Farenheit) 𝑡 minutes after it was brewed. It loses heat at a rate proportional to how much hotter the coffee is than the room around it. The initial condition is the temperature of the coffee when it was brewed.

(6.17)

• The IVP 𝑑𝑦 = 0.1(70 − 𝑦), 𝑦(0) = 20, 𝑑𝑡 might describe the temperature of a container of ice cream 𝑡 minutes after it was taken out of the freezer. It heats up at a rate proportional to how much hotter the room is than the ice cream, and the initial condition is its temperature when it came out of the freezer. Since 0.1(70 − 𝑦) = −0.1(𝑦 − 70), this is actually the same differential equation as the previous example, but the initial condition is different. The coffee started off hot, but the ice cream started off cold.

(6.18)

• The IVP 𝑑𝑣 = −32 + .001𝑣2 , 𝑣(0) = 0, 𝑑𝑡 describes the vertical velocity of a skydiver, in feet/second, 𝑡 seconds after jumping out of an airplane. The differential equation describes the forces involved: gravity pulling downward and air resistance pushing upward. The initial condition reflects the fact that the airplane is neither rising nor falling when the skydiver jumps.

(6.19)

Solutions. A function that satisfies the differential equation, and whose starting value matches the initial condition, is said to be a solution to the initial value problem. The IVP describes the rules of the game and the starting point, but the solution is what actually happens! Building a model involves figuring out what the IVP should be. Running the model means finding the solution. As with all functions, solutions can be expressed via graphs, formulas, tables, or algorithms. For instance, the three graphs in Figure 6.2 show the solutions to three IVPs. The bottom graph is the solution to (6.15) with initial condition 𝑦(0) = 1000, the middle graph is the solution to (6.15) with initial condition 𝑦(0) = 2000, and the graph at the top is the solution to (6.15) with initial condition 𝑦(0) = 10,000. Sometimes we describe our solutions with formulas. The functions 𝑧(𝑡) = 37 + 20𝑡 − 16𝑡2 and 𝑣(𝑡) = 20 − 32𝑡 are solutions to (6.12) with initial conditions 𝑧(1) = 41 (feet) and 𝑣(1) = −12 (feet/second), as you can (and should!) check by taking the derivatives of 37 + 20𝑡 − 16𝑡2 and 20 − 32𝑡 (to check the equations), and by plugging 𝑡 = 1 into these expressions (to check the initial conditions). It is theoretically possible to cook up IVPs that don’t have solutions, or that have multiple solutions, but these require contrived (some would say pathological) choices

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6. Models of Growth and Oscillation

of the expression 𝑓(𝑦, 𝑡). As long as 𝑓(𝑦, 𝑡) is remotely reasonable (and in particular, whenever 𝑓(𝑦, 𝑡) is a differentiable function of 𝑦 and 𝑡), we have the following. Existence and Uniqueness Principle: Under normal circumstances, there is one and only one solution to the initial value problem 𝑑𝑦 (6.20) = 𝑓(𝑦, 𝑡), 𝑦(𝑡0 ) = 𝑦0 . 𝑑𝑡 Numerical Solutions. Sometimes, when an IVP is particularly simple, we can find a formula for its solution. Some of these easy-to-solve problems are very important, and we will go over a few of them in the coming sections. The bad news, however, is that most real-world IVPs just can’t be solved by finding a magic formula. But there’s good news, too. Even if we can’t find a formula for the solution, we can solve the IVP on a computer anyway, using the ideas that we already used in Chapter 3 to tackle compound interest and the SIR equations. Here we repeat the algorithm, called Euler’s method, to get a solution to any IVP of the form (6.20), with 𝑡 running from an initial time 𝑡0 to a final time 𝑡𝑓 : (1) Decide on a number 𝑁 of steps we are going to take. This breaks the interval [𝑡0 , 𝑡𝑓 ] into subintervals of size Δ𝑡 = (𝑡𝑓 − 𝑡0 )/𝑁. For 𝑗 = 1, 2, . . . , 𝑁, let 𝑡𝑗 = 𝑡0 + 𝑗Δ𝑡. Set 𝑦(𝑡0 ) = 𝑦0 . (2) For 𝑗 = 0, 1, . . . , 𝑁−1, use the known value of 𝑦(𝑡𝑗 ) to compute 𝑦′ (𝑡𝑗 ) = 𝑓(𝑦(𝑡𝑗 ), 𝑡𝑗 ). Then use the linear approximation 𝑦(𝑡𝑗+1 ) ≈ 𝑦(𝑡𝑗 ) + 𝑦′ (𝑡𝑗 )Δ𝑡 to approximate 𝑦(𝑡𝑗+1 ). These two steps can be combined into a single equation: (6.21)

𝑦(𝑡𝑗+1 ) ≈ 𝑦(𝑡𝑗 ) + 𝑓(𝑦(𝑡𝑗 ), 𝑡𝑗 )Δ𝑡.

(3) Plot the array [𝑦(𝑡0 ), . . . , 𝑦(𝑡𝑓 )] against the array [𝑡0 , . . . , 𝑡𝑓 ] to get a graph of 𝑦(𝑡). If we prefer, we can print out a table of values. (4) If we need more accuracy, we can repeat the process with a larger value of 𝑁 and a smaller value of Δ𝑡. As 𝑁 gets bigger and bigger, our approximate solution will get closer and closer to the true solution to (6.20). Euler’s method is a reliable crystal ball. With its help, and preferably with the help of a computer, we can solve even the ugliest-looking IVPs and get clean graphical results.2 In many cases, solving an IVP numerically is the best way, or even the only practical way, to predict the future. However, solving an IVP numerically has its drawbacks. If we want to understand how the final value 𝑦(𝑡𝑓 ) depends on the initial value 𝑦(𝑡0 ) = 𝑦0 , we have to run the program for a particular value of 𝑦0 , then run it again for a slightly different value, and so on, until we have enough data to see the pattern. If we want to understand how the solutions depend on the parameters of the differential equation (e.g., the interest rate, or the size of the bank fee), that’s even more work. Computing 𝑦(𝑡𝑗 ) for (say) 100 different initial conditions and 100 different parameters requires 100 × 100 = 10,000 runs. That’s a lot! 2 There do exist much more efficient algorithms for solving IVPs numerically. However, those methods are outside the scope of this book so we’re not going to study them here.

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143

General Solutions. Sometimes there’s a better way. Not always, but sometimes. If 𝑎 and 𝑏 are any two numbers, then the functions (6.22)

𝑧(𝑡) = 𝑎 + 𝑏𝑡 − 16𝑡2 ,

𝑣(𝑡) = 𝑏 − 32𝑡,

are solutions to the differential equations (6.12) (namely, 𝑑𝑧/𝑑𝑡 = 𝑣 and 𝑑𝑣/𝑑𝑡 = −32). This is because the derivative of 𝑧(𝑡) = 𝑎 + 𝑏𝑡 − 16𝑡2 is 𝑏 − 32𝑡, which equals 𝑣(𝑡), and the derivative of 𝑣(𝑡) = 𝑏 − 32𝑡 is −32, as required. If somebody gives us initial conditions, we can use them to determine what the parameters 𝑎 and 𝑏 should be. For instance, if 𝑣(1) = −12 and 𝑧(1) = 41, then (6.23)

−12 = 𝑣(1) = 𝑏 − 32

so

𝑏 = 20,

41 = 𝑧(1) = 𝑎 + 𝑏 − 16 = 𝑎 + 4

so

𝑎 = 37,

and our solution is 𝑣(𝑡) = 20 − 32𝑡, 𝑧(𝑡) = 37 + 20𝑡 − 16𝑡2 . Function (6.22) is called a general solution to the differential equations (6.12), while 𝑣(𝑡) = 20 − 32𝑡, 𝑧(𝑡) = 37 + 20𝑡 − 16𝑡2 is a particular solution to the IVP with 𝑣(1) = −12, 𝑧(1) = 41. You’re probably wondering where the general solution (6.22) comes from. We’ll see how to derive this solution in Chapter 7, but at this stage of the game it isn’t important. All we need to know is that it works, and that’s something that you can check for yourself by computing a few derivatives. Since the solutions to IVP problems are unique, any solution that works must be the one and only solution. “Guess and check” is a perfectly good strategy for solving IVPs! As another example, the general solution to the equation 𝑑𝑦/𝑑𝑡 = 𝑟𝑦 is 𝑦(𝑡) = 𝐴𝑒𝑟𝑡 . It solves the equation because 𝑑𝑦 𝑑(𝐴𝑒𝑟𝑡 ) = = 𝐴𝑟𝑒𝑟𝑡 = 𝑟𝑦(𝑡), 𝑑𝑡 𝑑𝑡 and because we can use the parameter 𝐴 to fit any initial condition. If 𝑦(0) = 𝑦0 , then (6.24)

(6.25)

𝑦0 = 𝐴𝑒𝑟0 = 𝐴𝑒0 = 𝐴,

so 𝐴 = 𝑦0

and 𝑦(𝑡) = 𝑦0 𝑒𝑟𝑡 .

If we want to understand the effect of changing 𝑦0 , we just adjust 𝐴. What’s more, our solution has the interest rate built into it as the parameter 𝑟. If we want to understand the effect of changing the interest rate from 5% to 6%, we just change 𝑦0 𝑒0.05𝑡 to 𝑦0 𝑒0.06𝑡 . All of the simple differential equations that we consider in this chapter have general solutions that you should learn to recognize. Understanding the functions (like 𝑒𝑟𝑡 ) that appear in these solutions goes a long ways toward understanding the real-world systems that these differential equations model. However, we must be careful not to overstate the importance of general solutions. They are often very hard to obtain. Whole textbooks have been written on techniques for finding them, and even those only touch on a small subset of the relevant differential equations out there. Most complicated differential equations don’t even have general solutions that can be easily written down! To understand solutions to differential equations, we should be ready to (1) Use general solutions when we can find them, both to solve specific IVPs and to get insight into how the solutions depend on initial conditions and on parameters, and

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6. Models of Growth and Oscillation

(2) Use other techniques, such as Euler’s method, when we can’t find a general solution or can’t even find a formula for the solution to a specific IVP.

6.2. Exponential Functions and Logarithms Exponential functions, logarithms, and trig functions are needed to understand all of the behaviors seen in Figure 6.1, but their properties take some getting used to. Most calculus students have already seen their definitions in previous courses, but fairly few are comfortable with equations such as 2

ln(5𝑒𝑥 ) − 𝑒2 ln(𝑥) = ln(3) log3 (5).

(6.26)

If you are already comfortable with equation (6.26), feel free to skip ahead to Section 6.3 and to use this section as a reference. If not, read on for an overview of exponentials and logs. Trigonometric functions are covered in Section 6.7, Supplemental Materials. What Does 𝑎𝑥 Mean? You were probably introduced to exponentials back in middle school, where you learned that 23 means 2 × 2 × 2, and that 25 means 2 × 2 × 2 × 2 × 2. In general, 𝑎𝑥 means “𝑎 multiplied by itself 𝑥 times”. Based on that, we have 23 × 25 = (2 × 2 × 2) × (2 × 2 × 2 × 2 × 2).

(6.27)

The product of 23 and 25 has 3 + 5 = 8 factors of 2, three from 23 and five from 25 , so 23 × 25 = 23+5 . Similarly, if 𝑎 is any real number and 𝑏 and 𝑐 are positive integers, then 𝑎𝑏 × 𝑎𝑐 = 𝑎𝑏+𝑐 .

(6.28)

We can also look at (23 )5 = (23 ) × (23 ) × (23 ) × (23 ) × (23 ). This has three factors of 2, repeated five times, for a total of 3 × 5 factors of 2. In general, (𝑎𝑏 )𝑐 = 𝑎𝑏𝑐 .

(6.29)

Our naive definition that 𝑎𝑥 means “𝑎 multiplied by itself 𝑥 times” works fine for 2 or 217 , but what do 20 , 2−3 , and 21.363 mean? You can’t multiply 2 by itself 0 times, or −3 times, or 1.363 times! Our challenge is to expand our definition while preserving the rules (6.28) and (6.29). 3

We begin with 𝑎0 . Since 0 + 𝑏 = 𝑏, we must have 𝑎𝑏 = 𝑎0+𝑏 = 𝑎0 𝑎𝑏

(6.30)

by rule (6.28). The only way for that to work is if 𝑎0 = 1. So we define 𝑎0 = 1

(6.31)

for all 𝑎 ≠ 0.

0

(The expression 0 , just like the ratio 0/0, is not defined.) Next we look at negative powers. Since 𝑏 + (−𝑏) = 0, we must have (6.32)

𝑎𝑏 𝑎−𝑏 = 𝑎𝑏+(−𝑏) = 𝑎0 = 1.

For this to work, 𝑎−𝑏 must equal 1/𝑎𝑏 . Put another way, “multiply 𝑎 by itself −3 times” essentially means “start at 1 and divide by 𝑎 3 times”. This makes sense for all 𝑎 ≠ 0. Next we look at fractional powers. If 𝑝 and 𝑞 are integers, with 𝑞 ≠ 0, we have (6.33)

𝑞

(𝑎𝑝/𝑞 ) = 𝑎𝑝 ,

6.2. Exponential Functions and Logarithms

145

so 𝑎𝑝/𝑞 is the 𝑞th root of 𝑎𝑝 , so 21.363 means the 1000th root of 21,363 . It’s also (𝑎1/𝑞 )𝑝 , which is the 𝑝th power of the 𝑞th root of 𝑎, so 21.363 is the 1363rd power of the 1000th root of 2. Finally, to make sense of an irrational power like 2𝜋 , we have to use approximations. Close is good enough! Since 3.14159 < 𝜋 < 1.314160, 2𝜋 is somewhere between 23.14159 and 23.14160 . If 𝑟1 , 𝑟2 , . . . is a sequence of rational numbers getting closer and closer to 𝜋, then 2𝑟1 , 2𝑟2 , . . . is a sequence of real numbers getting closer and closer to 2𝜋 . In this way, we’ve defined what 𝑎𝑥 means for every positive real number 𝑎 and for every real number 𝑥. Specifically: • If 𝑥 is a positive integer, 𝑎𝑥 is the product of 𝑎 with itself 𝑥 times. • 𝑎0 = 1. • If 𝑥 is a positive integer, then 𝑎−𝑥 = 1/𝑎𝑥 . • If 𝑥 = 𝑝/𝑞 is a rational number, then 𝑎𝑥 is the 𝑞th root of 𝑎𝑝 , and it is also the 𝑝th power of the 𝑞th root of 𝑎. • If 𝑥 is an irrational number, then we can approximate 𝑥 arbitrarily well by rational numbers 𝑟. 𝑎𝑥 is the limit of 𝑎𝑟 as 𝑟 approaches 𝑥. These last two definitions generally require 𝑎 > 0, since if 𝑎 < 0, then the 𝑞th root of 𝑎 may not exist. Exponentials follow the Three Laws of Exponents: If 𝑎 > 0 and 𝑏 and 𝑐 are any real numbers, then

(6.34)

𝑎𝑏 × 𝑎𝑐

= 𝑎𝑏+𝑐 ,

𝑎𝑏 /𝑎𝑐

= 𝑎𝑏−𝑐 ,

(𝑎𝑏 )

𝑐

= 𝑎𝑏𝑐 .

The Graph of 𝑎𝑥 . When 𝑎 > 1, the function 𝑎𝑥 grows very quickly with 𝑥. For instance, 220 is a little over a million, but 219 is only about half a million. Half of the growth of the function 2𝑥 between 𝑥 = 0 and 𝑥 = 20 occurs between 𝑥 = 19 and 𝑥 = 20. And then 221 is over two million. In the other direction, 2𝑥 shrinks rapidly as 𝑥 goes negative. 2−20 is a little less than a millionth. 2−21 is less than a two-millionth. Figure 6.3 shows the graphs of three exponential functions, namely 𝑓(𝑥) = 2𝑥 , 𝑔(𝑥) = (1/2)𝑥 , and ℎ(𝑥) = 4𝑥 . Notice that all three graphs go through (0,1), since 𝑎0 = 1 no matter what 𝑎 is (as long as 𝑎 ≠ 0). All three graphs lie above the 𝑥 axis, since 𝑎𝑥 is always positive. All three graphs have similar shapes. In fact, the graphs of 𝑓(𝑥) and 𝑔(𝑥) are mirror images of each other, since (6.35)

𝑔(𝑥) = (1/2)𝑥 = (2−1 )𝑥 = 2−𝑥 = 𝑓(−𝑥).

The graph of 𝑓(𝑥) rises quickly to the right and dies off quickly to the left. The graph of 𝑔(𝑥) rises quickly to the left and dies off quickly to the right. We say that 𝑓(𝑥) shows exponential growth3 while 𝑔(𝑥) shows exponential decay, but they’re two sides of the same coin. Exponential decay is just growth run backward. 3 When things grow quickly, people often describe the growth as “exponential”, but true exponential growth is much faster than what people usually mean.

146

6. Models of Growth and Oscillation

1

Figure 6.3. The graph of 𝑎𝑥 for 𝑎 = 2, 2 , and 4

The function ℎ(𝑥) behaves like 𝑓(𝑥), except that its growth (to the right) and decay (to the left) is twice as fast. (6.36)

ℎ(𝑥) = 4𝑥 = (22 )𝑥 = 22𝑥 = 𝑓(2𝑥).

In fact, we’ll soon see that all of the functions 𝑎𝑥 (with different values of 𝑎 ≠ 1) are essentially the same, up to reflection and horizontal scale. Logarithms. The function log𝑎 (𝑥), usually pronounced “logarithm (or log) base 𝑎 of 𝑥”, is the inverse of the function 𝑎𝑥 . That is

(6.37)

𝑦 = log𝑎 (𝑥)

means

𝑥 = 𝑎𝑦 ,

𝑥 = log𝑎 (𝑦)

means

𝑦 = 𝑎𝑥 .

In particular, 𝑎log𝑎 (𝑥) = 𝑥 (that’s the first line) and log𝑎 (𝑎𝑥 ) = 𝑥 (that’s the second). If that doesn’t make sense to you right away, think about the inverse functions “square” and “square root”. If 𝑥 and 𝑦 are nonnegative, 𝑦 = √𝑥 means 𝑥 = 𝑦2 and 𝑥 = √𝑦 means 𝑦 = 𝑥2 . Both (√𝑥)2 and √𝑥2 are equal to 𝑥. If you apply a function and then apply its inverse, or if you first apply the inverse function and then apply the original function, you get back to where you started. The graph of log𝑎 (𝑥), shown in Figure 6.4, is just like the graph of 𝑎𝑥 , only with the roles of 𝑥 and 𝑦 reversed. Instead of going through (0, 1), it goes through (1, 0). Instead of lying above the 𝑥 axis, it lies to the right of the 𝑦 axis. This means that log𝑎 (𝑥) is only defined when 𝑥 > 0. Instead of shooting up extremely quickly, with 221 ≈ 2,000,000 being twice as big as 220 ≈ 1,000,000, it grows extremely slowly, with log2 (2,000,0000) ≈ 21 being only one greater than log2 (1,000,000) ≈ 20. Instead of 𝑎𝑥 being greater than 1 for 𝑥 > 0 and between 0 and 1 for 𝑥 < 0, log𝑎 (𝑥) is positive for 𝑥 > 1 and negative for 0 < 𝑥 < 1.

6.2. Exponential Functions and Logarithms

147

Figure 6.4. The graph of log𝑎 (𝑥) for 𝑎 = 2, 𝑒, and 4

Let’s compute some examples: 64 = 26

so

log2 (64) = 6,

−4

so

log2 (1/16) = −4,

3

so

log4 (64) = 3,

−2

so

log4 (1/16) = −2.

1/16 = 2

64 = 4 (6.38)

1/16 = 4

Note that for 𝑥 = 64 and for 𝑥 = 1/16, log4 (𝑥) is half as big as log2 (𝑥). This is because if 𝑦 = log4 (𝑥), then 𝑥 = 4𝑦 = 22𝑦 , so log2 (𝑥) = 2𝑦. That is, the functions log2 (𝑥) and log4 (𝑥) are the same, up to a constant multiple: (6.39)

log2 (𝑥) = 2 log4 (𝑥).

We will soon see that all of the functions log𝑎 (𝑥) are the same, up to a constant factor, so we only really need to learn about one log function. A particularly important logarithm is the log base 𝑒. This is called the natural log and is usually written ln(𝑥) rather than log𝑒 (𝑥). Some people pronounce ln(𝑥) as “lin 𝑥”, while others just call it “log 𝑥”, with the “natural” part understood. Closely related to the laws of exponents are the following. Laws of Logarithms: If 𝑥, 𝑦, and 𝑎 are positive numbers with 𝑎 ≠ 1, and if 𝑟 is any real number, then log𝑎 (𝑥𝑦)

=

log𝑎 (𝑥) + log𝑎 (𝑦),

log𝑎 (𝑥/𝑦)

=

log𝑎 (𝑥) − log𝑎 (𝑦),

log𝑎 (𝑥𝑟 ) =

(6.40)

𝑟 log𝑎 (𝑥),

log𝑎 (𝑥)

=

log𝑎 (𝑏) log𝑏 (𝑥),

log𝑎 (𝑥)

=

ln(𝑥) . ln(𝑎)

and

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6. Models of Growth and Oscillation

The first law of logs comes from the first law of exponents (6.34). Let 𝑏 = log𝑎 (𝑥), so 𝑥 = 𝑎𝑏 , and let 𝑐 = log𝑎 (𝑦), so 𝑦 = 𝑎𝑐 . Then (6.41)

𝑥𝑦

=

𝑎𝑏 𝑎𝑐 = 𝑎𝑏+𝑐 ,

log𝑎 (𝑥𝑦)

=

𝑏 + 𝑐 = log𝑎 (𝑥) + log𝑎 (𝑦).

so

Similarly, the second law of logs comes from the second law of exponents:

(6.42)

𝑥 𝑦 log𝑎 (𝑥/𝑦)

= =

𝑎𝑏 = 𝑎𝑏−𝑐 , so 𝑎𝑐 𝑏 − 𝑐 = log𝑎 (𝑥) − log𝑎 (𝑦).

The third law of logs comes from the third law of exponents. If 𝑥 = 𝑎𝑏 , then 𝑥𝑟 = 𝑎𝑟𝑏 , so log𝑎 (𝑥𝑟 ) = 𝑟𝑏 = 𝑟 log𝑎 (𝑥). The fourth and fifth laws, sometimes called the change of base rules, are a little trickier. By definition, 𝑥 = 𝑏log𝑏 (𝑥) and 𝑏 = 𝑎log𝑎 (𝑏) . But then 𝑥

(6.43)

=

𝑏log𝑏 (𝑥)

=

(𝑎log𝑎 (𝑏) )

=

𝑎log𝑎 (𝑏) log𝑏 (𝑥) ,

log𝑏 (𝑥)

so log𝑎 (𝑥) = log𝑎 (𝑏) log𝑏 (𝑥). Plugging in 𝑥 = 𝑎 also gives the useful fact that log𝑎 (𝑏) and log𝑏 (𝑎) are reciprocals. In particular, log𝑎 (𝑒) = 1/ ln(𝑎). Finally, (6.44)

log𝑎 (𝑥) = log𝑎 (𝑒) log𝑒 (𝑥) = ln(𝑥)/ ln(𝑎).

Look back at equation (6.26) at the beginning of this section. With our rules in hand, we can now make sense of it: 2

ln(5𝑒𝑥 ) =

2

ln(5) + ln(𝑒𝑥 )

= ln(5) + 𝑥2 𝑒2 ln(𝑥)

= 𝑒ln(𝑥

2)

= 𝑥2 𝑥2

ln(5𝑒 ) − 𝑒2 ln(𝑥)

= ln(5) + 𝑥2 − 𝑥2 = ln(5) ln(5) ln(3) = ln(3) log3 (5). = ln(3)

(6.45)

Derivatives of Exponentials and Logarithms. Next we turn to the derivative of 𝑎𝑥 . We already saw that (𝑎𝑥 )′

(6.46)

=

𝑎𝑥+ℎ − 𝑎𝑥 ℎ ℎ→0

=

𝑎ℎ − 1 𝑥 𝑎 ℎ ℎ→0

lim lim

= 𝑘 𝑎 𝑎𝑥 .

6.2. Exponential Functions and Logarithms

149

That is, The rate at which an exponential function grows is proportional to how much is already there. Another way of putting this is that 𝑎𝑥 is the (unique!) solution to the IVP 𝑑𝑦 = 𝑘𝑎 𝑦, 𝑦(0) = 1. 𝑑𝑥 At this point, we don’t understand much about the constant 𝑘𝑎 , except that 𝑘2 ≈ 0.69, 𝑘3 ≈ 1.1, and that there is a number called 𝑒 for which 𝑘𝑒 = 1. (6.47)

However, the function 𝑒𝑘𝑎 𝑥 also solves the IVP (6.47), since (6.48)

(𝑒𝑘𝑎 𝑥 )′ = 𝑒𝑘𝑎 𝑥 (𝑘𝑎 𝑥)′ = 𝑘𝑎 𝑒𝑘𝑎 𝑥

and

𝑒𝑘𝑎 0 = 𝑒0 = 1.

This means that 𝑎𝑥 and 𝑒𝑘𝑎 𝑥 must be the same function! In particular, (6.49)

𝑎 = 𝑎1 = 𝑒𝑘𝑎 (1) = 𝑒𝑘𝑎

so

𝑘𝑎 = log𝑒 (𝑎) = ln(𝑎).

There are two lessons here. First, our mystery constants 𝑘𝑎 are really natural logs. Second, all exponential functions are the same, up to a horizontal scaling: 𝑎𝑥 = (𝑒ln(𝑎) )𝑥 = 𝑒ln(𝑎)𝑥 .

(6.50)

If we understand the functions 𝑒𝑘𝑥 , where 𝑘 is an arbitrary constant, then we understand all exponentials. Finally, we consider the derivatives of our log functions. Since 𝑥 = 𝑒ln(𝑥) , the chain rule tells us that

(6.51)

′

(𝑥)′

=

(𝑒ln(𝑥) ) ,

1

=

𝑒ln(𝑥) (ln(𝑥))′ ,

1

=

(ln(𝑥))′

=

𝑥(ln(𝑥))′ , 1 . 𝑥

ln(𝑥)

Since log𝑎 (𝑥) is just ln(𝑎) , the derivative of log𝑎 (𝑥) is just together, we have the following. Derivatives of Exponentials and Logs: 𝑑𝑒𝑥 = 𝑑𝑥

(6.52)

𝑒𝑥 ,

𝑑𝑎𝑥 𝑑𝑥

=

ln(𝑎)𝑎𝑥 ,

𝑑 ln(𝑥) 𝑑𝑥

=

1 , 𝑥

𝑑 log𝑎 (𝑥) 𝑑𝑥

=

1 . 𝑥 ln(𝑎)

1 . 𝑥 ln(𝑎)

Putting everything

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6. Models of Growth and Oscillation

6.3. Simple Models of Growth and Decay There are many situations where the rate at which a real-word quantity changes is a linear function of that quantity. These include the following. (1) Banks. If we have 𝑦(𝑡) dollars in a bank that offers an interest rate of 𝑟, then 𝑑𝑦/𝑑𝑡 = 𝑟𝑦. If the bank also charges a fee of $𝐹/year, then 𝑑𝑦/𝑑𝑡 = 𝑟𝑦 − 𝐹, which is still a linear function of 𝑦. If we invest an additional $𝐼/year in the account (e.g., saving for retirement), then 𝑑𝑦/𝑑𝑡 = 𝑟𝑦 + 𝐼 − 𝐹, which is still a linear function. (2) Populations. The same ideas apply to the number of humans in a city, the number of rabbits on an island, or the number of bacteria in a Petri dish. Both the number of births and the number of deaths per unit of time are roughly proportional to how many individuals are already there, so 𝑑𝑦/𝑑𝑡 = 𝑟𝑦. If additional individuals are joining or leaving the population at a constant rate (e.g., people migrating to the city or rabbits being hunted), then 𝑑𝑦/𝑑𝑡 = 𝑟𝑦 + 𝑀, where 𝑀 (for “migration”) is the influx minus outflux. (3) Economies. Most of the things that drive an economy, such as investment capital and demand for products, are proportional to the existing size of the economy. As a result, economic growth often follows the rule 𝑑𝑦/𝑑𝑡 = 𝑟𝑦. (4) Early stage marketing. When we first introduce a product, almost everybody is a Potential, and 𝐼 ′ (𝑡) = 𝑎𝑆𝐼 − 𝑏𝐼 = (𝑎𝑆 − 𝑏)𝐼 is well approximated by (𝑎𝑇 − 𝑏)𝐼, where 𝑇 is the total population. The same considerations apply to the early stages of an epidemic, since epidemics are governed by the same SIR equations. (5) Late stage marketing. Toward the end of a successful product’s life cycle, it will run out of Potentials, and the number of Actives will decrease by the rule 𝐼 ′ (𝑡) = −𝑏𝐼. (6) Radioactive decay. The rate at which radioactive nuclei disintegrate is proportional to how many are still left. If 𝑦(𝑡) is the mass of radioactive material remaining at time 𝑡, then 𝑑𝑦/𝑑𝑡 = −𝑟𝑦. (7) Heating and cooling. If the temperature of a cup of coffee is 𝑦(𝑡), then the cup will lose heat at a rate proportional to the difference between the coffee’s temperature and room temperature (say, 70 degrees Fahrenheit). The temperature will drop at a rate proportional to the temperature difference, so 𝑑𝑦/𝑑𝑡 = −𝑟(𝑦 − 70). If we have something colder than room temperature, like a cold drink or a dish of ice cream, it will heat up at rate 𝑟(70 − 𝑦) = −𝑟(𝑦 − 70). The same differential equation describes both heating and cooling. Once we figure out how to solve the initial value problems (6.53)

𝑑𝑦/𝑑𝑡 = 𝑟𝑦,

𝑦(0) = 𝑦0

and (6.54)

𝑑𝑦/𝑑𝑡 = 𝑟𝑦 + 𝑝,

𝑦(0) = 𝑦0 ,

where 𝑟 and 𝑝 are constants, we will be able to understand all of these real-world systems.

6.3. Simple Models of Growth and Decay

151

Exponential Growth and Decay. The solution to (6.53) is easy. We have already seen that the derivative of 𝑦(𝑡) = 𝐴𝑒𝑟𝑡 is 𝑟(𝐴𝑒𝑟𝑡 ), and that 𝑦(0) = 𝐴𝑒0 = 𝐴, so 𝐴 = 𝑦0 . In other words, the solution to (6.53) is 𝑦(𝑡) = 𝑦0 𝑒𝑟𝑡 .

(6.55)

The IVP (6.53) and the solution (6.55) are incredibly common. Not only should you memorize them, but getting from one to the other should become a spinal reflex for you. If our initial condition occurs at a time 𝑡0 ≠ 0, we just adjust our formula to count the time since we started. If 𝑑𝑦/𝑑𝑡 = 𝑟𝑦 and 𝑦(𝑡0 ) = 𝑦0 , then (6.56)

𝑦(𝑡) = 𝑦0 𝑒𝑟(𝑡−𝑡0 ) .

For instance, suppose that a city’s population is growing at 2.5%/year, and that its population in the year 2020 was 1,000,000 people. How many people will be in the city in the year 2030? When will the population hit 2,000,000? To figure out 𝑦(2030), we just plug 𝑦0 = 1,000,000, 𝑟 = 0.025, and 𝑡 = 2030 into equation (6.56): (6.57)

𝑦(2030) = 1,000,000𝑒0.025(2030−2020) = 1,000,000𝑒0.25 ≈ 1, 284, 000.

To figure out when the population will hit 2,000,000, we solve 𝑦(𝑡)

2,000,000,

= 2,000,000,

𝑟(𝑡−𝑡0 )

= 2,

1,000,000𝑒 𝑒

𝑟(𝑡 − 𝑡0 ) 𝑡

(6.58)

=

𝑟(𝑡−𝑡0 )

=

ln(2), ln(2) = 𝑡0 + 𝑟 0.693 ≈ 2020 + 0.025 = 2047.7.

When a quantity is growing exponentially, we call the time it takes for the quantity to double the doubling time. When a quantity is shrinking exponentially, we call the time it takes to drop to half its initial value the half-life. The solutions to 𝑒𝑟𝑡 = 2 and 𝑒−𝑟𝑡 = 1/2 are both 𝑡 = ln(2)/𝑟. Since ln(2) is approximately 0.70, this leads to a very simple rule of thumb. The Law of 70: The doubling time (or half-life) is approximately 70 divided by the growth (or decay) rate in percent. If a city (or an investment, or an economy) grows at 2%/year, it will double in about 35 years. If it grows at 7%/year, it will double in 10 years. If it decays at 10%/year, it will be down to half of its initial value in 7 years, a quarter of its initial value in 14 years, and an eighth of its initial value in 21 years. The same methods work for all problems involving exponential growth. To figure out how much we’ll have at time 𝑡, just plug 𝑡 into (6.56). To figure out when we’ll

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reach a certain level, set up equation (6.56), divide by 𝑦0 , take the natural log of both sides, and do a little algebra. We can also use logs to compute growth (or decay) rates from data. For instance, suppose that the population of a city is growing exponentially. In 2020 there are 1.3 million people. In 2030 there are 1.65 million people. What is the growth rate 𝑟? We set this up almost exactly like the previous problem, except that we’re solving for 𝑟 instead of 𝑡: 𝑦(2030)

= 1,650,000,

𝑦(2020)𝑒𝑟(2030−2020)

= 1,650,000,

1,300,000𝑒10𝑟

= 1,650,000,

𝑒10𝑟

= 1.65/1.3

= 1.269,

10𝑟

= ln(1.269)

= 0.2384,

𝑟

= 0.02384.

(6.59)

Our city is growing at between 2.3% and 2.4% per year. To recap: • The IVP (6.53) comes up in many applications. The differential equation describes the growth process, and the initial condition sets a starting point. • The solution to this IVP is the exponential function 𝑦(𝑡) = 𝑦0 𝑒𝑟𝑡 . If the initial condition is 𝑦(𝑡0 ) = 𝑦0 instead of 𝑦(0) = 𝑦0 , then the solution is 𝑦(𝑡) = 𝑦0 𝑒𝑟(𝑡−𝑡0 ) . These solutions are worth memorizing. • If we know 𝑦0 , 𝑟, and 𝑡, then we use exponentials to find 𝑦(𝑡). If we know 𝑦0 , 𝑦(𝑡), and 𝑡, then we use logs to find 𝑟. If we know 𝑦0 , 𝑦(𝑡), and 𝑟, we use logs to find 𝑡. Growth or Decay with an Offset. We finish this section with the slightly more complicated differential equation (6.54). The expression for 𝑑𝑦/𝑑𝑡, namely 𝑟𝑦 + 𝑝, can 𝑝 𝑝 be rewritten as 𝑟(𝑦 + 𝑟 ). If we define a new variable 𝑧 = 𝑦 + 𝑟 , then 𝑧 and 𝑦 only differ by a constant, so their derivatives are the same. (6.60)

𝑑𝑦 𝑝 𝑑𝑧 = = 𝑟 (𝑦 + ) = 𝑟𝑧. 𝑑𝑡 𝑑𝑡 𝑟

But that’s something we already know how to solve! Since the derivative of 𝑧 is proportional to 𝑧, we have 𝑧(𝑡) 𝑝 𝑦(𝑡) + 𝑟 (6.61)

𝑦(𝑡)

𝑧(𝑡0 )𝑒𝑟(𝑡−𝑡0 ) , 𝑝 = (𝑦0 + ) 𝑒𝑟(𝑡−𝑡0 ) , 𝑟 𝑝 𝑟(𝑡−𝑡0 ) 𝑝 = (𝑦0 + ) 𝑒 − . 𝑟 𝑟 =

Although it comes up fairly often, the solution (6.61) is not worth memorizing. Instead, you should remember the method we used to get it. Define a new variable 𝑧 that turns our IVP into the spinal reflex problem (6.53). Then use a little algebra.

6.4. Two Models of Oscillation

153

Returning to our hot coffee example, if the temperature 𝑦(𝑡) of a cup of coffee satisfies 𝑑𝑦/𝑑𝑡 = −0.1(𝑦 − 70) and 𝑦(0) = 170, where we’re measuring time in minutes, then we define 𝑧 = 𝑦 − 70 to get

(6.62)

𝑑𝑧/𝑑𝑡

=

−0.1𝑧 and 𝑧(0) = 100,

𝑧(𝑡)

=

100𝑒−0.1𝑡 ,

𝑦(𝑡)

=

70 + 100𝑒−0.1𝑡 .

The coffee’s temperature 𝑦(𝑡) doesn’t decay exponentially, but the difference 𝑧(𝑡) between the coffee’s temperature and room temperature does. Every 70/10 = 7 minutes, the coffee gets halfway toward room temperature. A final note: Don’t get hung up on the sign of 𝑟 or the sign of 𝑝. If the quantity of radioactive material follows the rule 𝑑𝑦/𝑑𝑡 = −0.02𝑦, then we have described the situation as 𝑑𝑦/𝑑𝑡 = 𝑟𝑡 with 𝑟 = −0.02, whose solution is 𝑦(𝑡) = 𝑦0 𝑒𝑟(𝑡−𝑡0 ) = 𝑦0 𝑒−0.02(𝑡−𝑡0 ) . Others describe it as 𝑑𝑦/𝑑𝑡 = −𝑟𝑡 with 𝑟 = +0.02, whose solution is 𝑦(𝑡) = 𝑦0 𝑒−𝑟(𝑡−𝑡0 ) = 𝑦0 𝑒−0.02(𝑡−𝑡0 ) . In the end, the solutions are the same! It’s purely a matter of taste whether we talk about the material growing at a negative rate or shrinking at a positive rate.

6.4. Two Models of Oscillation The models of the last section only went in one direction. Either the quantity in question grew forever or it shrank forever. However, many things in the real world go in cycles. These include everything from sunrise and sunset to seasons to the proverbial business cycle. In this section we explore two very simple models that give rise to sine and cosine functions, and in Section 6.5 we consider some more complicated models of oscillation.

1 m/s

1m 1 m/s (x, y)

1 m/s Figure 6.5. A rotating wheel

1 m/s

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6. Models of Growth and Oscillation

Wheels. Imagine that a wheel of radius 1 meter is rotating counterclockwise, as in Figure 6.5, and that the rim of the wheel is moving at a speed of 1 meter/second. The right-hand side of the wheel is moving up, the top of the wheel is moving to the left, the left-hand side of the wheel is moving down, and the bottom of the wheel is moving to the right. The rate at which a point on the wheel is moving up is proportional to its 𝑥-coordinate, and the rate at which it is moving to the left is proportional to its 𝑦 coordinate. Since a point at position (1, 0) is moving up at speed 1 and a point at position (0, 1) is moving left at speed 1, those proportionality constants must both be 1. In other words, the coordinates 𝑥(𝑡) and 𝑦(𝑡) of a point on the wheel satisfy the differential equations 𝑑𝑥 = −𝑦, 𝑑𝑡

(6.63)

𝑑𝑦 = 𝑥. 𝑑𝑡

The derivative of cos(𝑡) is − sin(𝑡), and the derivative of sin(𝑡) is cos(𝑡), so one solution to these equations is (6.64)

𝑥(𝑡) = cos(𝑡),

𝑦(𝑡) = sin(𝑡).

This describes the trajectory of a spot that starts at (1, 0). After time 𝑡 it has rotated 𝑡 radians counterclockwise, so its new coordinates are (cos(𝑡), sin(𝑡)). Since the derivative of − sin(𝑡) is − cos(𝑡) and the derivative of cos(𝑡) is − sin(𝑡), another solution is (6.65)

𝑥(𝑡) = − sin(𝑡),

𝑦(𝑡) = cos(𝑡).

This describes the trajectory of a spot that starts at (0, 1). (Remember to “guess and check”. We don’t need to know where the solutions (6.64) and (6.65) come from to see that they work.) Combining this with our other solution, we get the general solution to our equations: (6.66)

𝑥(𝑡) = 𝑎 cos(𝑡) − 𝑏 sin(𝑡),

𝑦(𝑡) = 𝑎 sin(𝑡) + 𝑏 cos(𝑡).

You should check that these functions really do satisfy the differential equations (6.63). Since cos(0) = 1 and sin(0) = 0, we have 𝑥(0) = 𝑎 and 𝑦(0) = 𝑏, so this describes the trajectory of a spot on the wheel that starts at position (𝑎, 𝑏). Now suppose that our starting point is on the rim, at an angle 𝐴 above the 𝑥 axis, as in Figure 6.6. That is, 𝑥(0) = cos(𝐴) and 𝑦(0) = sin(𝐴). After time 𝑡, our wheel has rotated 𝐵 = 𝑡 radians counterclockwise, so our new angle should be 𝐴 + 𝐵 = 𝐴 + 𝑡, and our new coordinates should be (cos(𝐴 + 𝐵), sin(𝐴 + 𝐵)). Comparing this to our general solution with 𝑎 = cos(𝐴) and 𝑏 = sin(𝐴) gives (6.67)

cos(𝐴 + 𝐵)

=

cos(𝐴) cos(𝐵) − sin(𝐴) sin(𝐵),

sin(𝐴 + 𝐵)

=

cos(𝐴) sin(𝐵) + sin(𝐴) cos(𝐵).

These are the addition of angle formulas for sine and cosine.4 4 This approach to addition of angles is something of a “cheat”, because we previously used the addition of angle formulas to compute the derivatives of sin(𝑥) and cos(𝑥). To avoid circular reasoning (pun intended), we will derive the formulas (6.67) from scratch in the “Crash Course in Trigonometry” in Section 6.7.

6.4. Two Models of Oscillation

155

(a cos(B) – b sin(B), a sin(B) + b cos(B)) (a, b) = (cos(A), sin(A))

B=t A

Figure 6.6. Understanding addition of angles through differential equations

We have just described a wheel that is rotating at 1 radian/second. More generally, a wheel that is rotating at angular speed 𝜔 (measured in radians/second) is governed by the differential equations 𝑑𝑥 = −𝜔𝑦, 𝑑𝑡

(6.68)

𝑑𝑦 = 𝜔𝑥, 𝑑𝑡

whose general solution is (6.69)

𝑥(𝑡) = 𝑎 cos(𝜔𝑡) − 𝑏 sin(𝜔𝑡),

𝑦(𝑡) = 𝑎 sin(𝜔𝑡) + 𝑏 cos(𝜔𝑡).

The example of the rotating wheel shouldn’t come as a surprise. The sine and cosine functions were defined in terms of positions on a circle, so we should expect to see them whenever we see circles. The next example shows how we get sines and cosines from oscillations that don’t seem to have anything to do with circles. Springs. Figure 6.7 shows a block of mass 𝑚 connected to a spring. Hooke’s law says that if the spring is stretched a distance 𝑥, then it will pull the block back toward equilibrium with a force proportional to 𝑥. If the spring is compressed, it will push the block. In general, the force 𝐹 on the spring is (6.70)

𝐹 = −𝑘𝑥,

where 𝑥 is the displacement from equilibrium. The proportionality constant 𝑘 is called the spring constant. Meanwhile, Newton’s second law, 𝐹 = 𝑚𝑎, says that the acceleration of the block is proportional to the force applied to it. Combining these, we get that (6.71)

𝐹 𝑘 𝑑2𝑥 =𝑎= = − 𝑥 = −𝜔2 𝑥, 2 𝑚 𝑚 𝑑𝑡

where 𝜔 = √𝑘/𝑚. That is, the oscillations of the block and spring are governed by the second-order differential equation (6.71). This is similar to (6.53), except that it involves a second derivative instead of a first derivative.

156

6. Models of Growth and Oscillation

m

x

m

F = –kx Figure 6.7. A mass on a spring

The functions 𝑒𝑘𝑡 have the property that their first derivatives are proportional to ″ themselves, and their second derivatives are positive multiples of themselves: (𝑒𝑘𝑡 ) = 𝑘2 𝑒𝑘𝑡 . The functions sin(𝜔𝑡) and cos(𝜔𝑡) have the property that their second derivatives are negative multiples of themselves: 𝑑2 sin(𝜔𝑡) 𝑑𝑡2

=

𝑑 𝜔 cos(𝜔𝑡) 𝑑𝑡

𝑑 𝑑2 cos(𝜔𝑡) = (−𝜔 sin(𝜔𝑡)) 𝑑𝑡 𝑑𝑡2 In fact, the general solution to (6.71) is (6.72)

(6.73)

= −𝜔2 sin(𝜔𝑡), = −𝜔2 cos(𝜔𝑡).

𝑥(𝑡) = 𝑎 cos(𝜔𝑡) + 𝑏 sin(𝜔𝑡). 𝑑𝑥

At time 𝑡 = 0, we have 𝑥 = 𝑎 and 𝑑𝑡 = 𝜔𝑏, so we can relate 𝑎 and 𝑏 to the initial position 𝑥0 and the initial velocity 𝑣 0 , and we write 𝑣 (6.74) 𝑥(𝑡) = 𝑥0 cos(𝜔𝑡) + 0 sin(𝜔𝑡). 𝜔 The position of the block as a function of time is exactly the same as the 𝑥-coordinate of a spot on a wheel that is rotating at 𝜔 radians/second. What’s more, it takes 2𝜋/𝜔 seconds to complete a cycle, regardless of the size of the oscillation. This allows us to use oscillations to count time. Until electronics took over in the the mid-20th century, most clocks and wrist watches were based on this principle. Hooke’s law is specific to springs, but most physical oscillations follow similar rules. For instance, the force pulling a pendulum back toward the center is (approximately) proportional to the angle of displacement, so the period of a pendulum doesn’t depend on the size of the oscillation. Even in the electronics age, clocks still count oscillations, but the thing that is oscillating is more complicated than a mass on a spring. In fact, small fluctuations around almost any stable equilibrium are governed by a rule

6.5. More Sophisticated Models

157

similar to Hooke’s law. Each system exhibits a characteristic frequency 𝜔, and fluctuations are described by (6.74). This pattern is called simple harmonic motion.

6.5. More Sophisticated Models In this section we will consider three problems, two realistic and one a fantasy, where the behavior of the system is more complicated than simple exponential growth, exponential decay, or sines and cosines. The first two lead to limited growth, as in the third graph in Figure 6.1 (on page 135). The last leads to oscillations, as in the last graph in Figure 6.1. The Australian Rabbit Problem. Rabbits are known for three things. They are very cute. They deliver Easter baskets. And they breed like rabbits. In 1859, Thomas Austin released 24 rabbits in Australia, in the hope that they would breed and make for good hunting. As he put it, The introduction of a few rabbits could do little harm and might provide a touch of home, in addition to a spot of hunting. He was wrong. The rabbit population increased at a rate of about 10%/month, and after 10 years (120 months) there were roughly (6.75)

24𝑒0.1(120) = 24𝑒12 = 3.9 million

rabbits in that part of Australia.5 So how many rabbits were there after 20 years? After 30 years? If the rabbit population continued to grow exponentially, there would have been 24𝑒24 = 636 billion rabbits in Australia in 1879, or about 214,000 rabbits per square mile. By 1889 there would have been about 100 quadrillion rabbits, or about 1250 rabbits per square foot. Those numbers are absurd. Exponential growth is so fast that it simply can’t go on forever. At some point, the presence of so many rabbits changes the rules of the game, and the simple differential equation 𝑑𝑦/𝑑𝑡 = 𝑟𝑦 no longer applies. To model situations like the Australian Rabbit Problem, we need a more sophisticated model. When there is a shortage of resources, such as food and nesting sites, rabbits are forced to compete with one another. When two rabbits want the same piece of food, at least one of them will go away hungry (or perhaps injured or dead, if they fight over it). This diminishes the population in proportion to how often two rabbits meet, which is proportional to the square of the population. That is, 𝑑𝑦 = 𝑟𝑦 − 𝛼𝑦2 , 𝑑𝑡 where we have introduced a second parameter 𝛼 that gives the strength of the competition. Equation (6.76) is called the logistic equation, and it is usually written in a

(6.76)

5 That figure is just a rough estimate. All that is known for sure is that millions of rabbits were being hunted each year, yet their population still grew.

158

6. Models of Growth and Oscillation

Figure 6.8. Three solutions to the logistic equation with 𝑟 = 1 and 𝐿 = 10.

slightly different form, 𝑑𝑦 𝑑𝑡

= =

(6.77)

=

𝑟𝑦 − 𝛼𝑦2 𝛼𝑦 ) 𝑟 𝑦 𝑟𝑦 (1 − ) , 𝐿 𝑟𝑦 (1 −

where 𝐿 = 𝑟/𝛼. The parameter 𝐿 is called the carrying capacity of the system. For Australian rabbits, it is about 600 million. Notice that 𝑑𝑦/𝑑𝑡 is positive if 0 < 𝑦 < 𝐿 and negative if 𝑦 > 𝐿. In the logistic model, also called the limited growth model, the population grows until it approaches the carrying capacity, but it never goes above the carrying capacity. If for some reason we start with 𝑦 > 𝐿, as in the top solution in Figure 6.8, then the population shrinks until it approaches the carrying capacity. The formula for the general solution to (6.77) is known, but isn’t very important. (It happens to be 𝑦(𝑡) = 𝐿𝐴𝑒𝑟𝑡 /(1 + 𝐴𝑒𝑟𝑡 ).) Much more important is understanding its qualitative behavior. 𝑦

𝑑𝑦

When 𝑦 ≪ 𝐿, then (1 − 𝐿 ) ≈ 1 and 𝑑𝑡 ≈ 𝑟𝑦. In other words, the early stages look just like exponential growth, proportional to 𝑒𝑟𝑡 . After 𝑦 reaches 𝐿/2, the system slows down, and growth gets slower and slower. When 𝑦 is close to 𝐿, we can approximate 𝑦 𝑦 𝑟𝑦(1 − 𝐿 ) as 𝑟𝐿(1 − 𝐿 ) = 𝑟(𝐿 − 𝑦). We have already seen how to solve 𝑑𝑦/𝑑𝑡 = 𝑟(𝐿 − 𝑦). Since the derivative of 𝐿 − 𝑦 is approximately −𝑟(𝐿 − 𝑦), the quantity 𝐿 − 𝑦 decays exponentially, like a constant times 𝑒−𝑟𝑡 . In this way, the limited growth model combines the features of exponential growth (at the beginning) and exponential decay (at the end).

6.5. More Sophisticated Models

159

Figure 6.9. The zombie apocalypse. Starting on day 0 with 20 zombies and 980 humans, the human population is reduced to just two on day 10.

Humans versus Zombies. Suppose that a town of 1000 people is attacked by zombies. At time 𝑡, there are 𝑍(𝑡) zombies and 𝐻(𝑡) = 1000 − 𝑍(𝑡) humans. On any given day, each human has a 1% chance of running into each of the zombies. If they meet, there is a 10% chance of the zombie turning the human into a zombie, and a 90% chance of the human getting away. If zombies never die, and if we start with 20 zombies and 980 humans, how many humans and zombies will there be after 𝑡 days? This is exactly the SIR model, only with no attrition, since zombies stay zombies forever, and with no Rejecteds/Recovereds. The humans are all Potential zombies, and the zombies are the Actives. (If a new app is so addictive that the Actives spend all day staring at their phones, you might well call them zombies.) The transmission coefficient is 𝑎 = (0.01)(0.1) = 0.001. We then have 𝑑𝐻 𝑑𝑡 𝑑𝑍 𝑑𝑡 (6.78)

= −0.001𝐻𝑍, = 0.001𝐻𝑍 = 0.001𝑍(1000 − 𝑍) 𝑍 = 𝑍 (1 − ). 1000

The equation for 𝑍 in the SIR model with no attrition is exactly the logistic equation with 𝑟 = 1 and 𝐿 = 1000. In the early stages of the zombie apocalypse, the number of zombies grows exponentially as 𝑒𝑡 . In the late stages, the number of humans shrinks exponentially as 𝑒−𝑡 , as seen in Figure 6.9. Predators and Prey. We are mostly interested in differential equations where the rules of the game don’t change with time, so the right-hand side 𝑓(𝑦, 𝑡) is actually only a function of 𝑦. First-order differential equations of this sort, with a single variable, never lead to oscillations. To get oscillations, we either need a second-order equation,

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as with the mass on a spring (6.71), or first-order equations in two or more variables, as with the rotating wheel (6.63). The dynamics of predators and prey provides a good example of the second kind of system. Suppose that a predator that eats rabbits, such as foxes, takes hold in Austrialia. At first the fox population would grow quickly, as the foxes would have lots of food. The large fox population would then cause the rabbit population to drop. The low rabbit population would then cause the foxes to starve, and the fox population would drop. The low fox population would then allow the rabbits to recover. And the cycle would repeat. Reality check: Using foxes to control rabbits in Australia is a very bad idea, since foxes eat more than just rabbits. Foxes are themselves considered an invasive species and threaten a number of native species, such as the bilby. (Easter celebrations in Australia sometimes feature an Easter bilby instead of the hated rabbit.) Just as the logistic model applies to all sorts of limited growth problems, there is a model, called the Lotka-Volterra model, that applies to all sorts of predator-prey problems. We can talk about foxes and rabbits, or owls and mice, or wolves and elk, or deer and the plants that they eat. Mathematically, these are all essentially the same. Let 𝑥(𝑡) be the population of a prey (e.g., rabbits), and let 𝑦(𝑡) be the population of a predator (e.g., foxes). The simplest version of the Lotka-Volterra model says that

(6.79)

𝑑𝑥 𝑑𝑡

=

𝛼𝑥 − 𝛽𝑥𝑦,

𝑑𝑦 𝑑𝑡

=

𝛾𝑥𝑦 − 𝛿𝑦,

where 𝛼, 𝛽, 𝛾, and 𝛿 are positive parameters. In the absence of predators, the prey population would grow exponentially as 𝑒𝛼𝑡 . In the absence of prey, the predator population would decay as 𝑒−𝛿𝑡 . However, every time a predator meets a prey animal (something that happens with a frequency proportional to 𝑥𝑦), it’s good news for the predator (add 𝛾𝑥𝑦 to 𝑑𝑦/𝑑𝑡) and bad news for the prey (subtract 𝛽𝑥𝑦 from 𝑑𝑥/𝑑𝑡). 2 4

A typical trajectory for this system, with (𝛼, 𝛽, 𝛾, 𝛿) = ( 3 , 3 , 1, 1) and initial conditions 𝑥(0) = 0.5 and 𝑦(0) = 0.25 is shown in Figure 6.10. The functions aren’t exactly sines and cosines, but they have the same qualitative behavior. The solutions are periodic, with a cycle of growth of the prey, followed by growth of the predator, followed by decline of the prey, followed by decline of the predator. Since ecosystems always have many more prey than predators, the specific numbers for the populations should not be taken literally and should perhaps be thought of as tens of predators and thousands of prey. After reading about Australian Rabbits, you might object that we didn’t take competition among prey, or among predators, into account. In fact, a more sophisticated version of the model adds a small competition term −𝜇𝑥2 to 𝑑𝑥/𝑑𝑡 and sometimes a competition term −𝜈𝑦2 to 𝑑𝑦/𝑑𝑡. With those terms in place, the populations of predators and prey gradually spiral inward toward a steady state, with 𝑥 settling close to 𝛿/𝛾 and 𝑦 settling close to 𝛼/𝛽.

6.6. Chapter Summary

161

2 4

Figure 6.10. A solution to the Lotka–Volterra equations with (𝛼, 𝛽, 𝛾, 𝛿) = ( 3 , 3 , 1, 1)

In the real world, populations of predators and prey do tend to stabilize over time. However, random events like forest fires or a hard winter sometimes knock things out of equilibrium, after which the oscillations start all over again.

6.6. Chapter Summary The Main Ideas. • Many things in the real world are described by differential equations. Each term in a differential equation quantifies something that makes a quantity grow or shrink. Modeling a system with a differential equation amounts to writing these factors down. • Most differential equations are too complicated to be solved with a formula. Instead, we solve them numerically with Euler’s method and similar techniques. • A few very simple differential equations occur repeatedly in the real world, and their solutions are given by simple formulas. These include – 𝑑𝑦/𝑑𝑡 = 𝑟𝑦, which gives exponential growth (if 𝑟 > 0) or exponential decay (if 𝑟 < 0). – 𝑑𝑥/𝑑𝑡 = −𝜔𝑦, 𝑑𝑦/𝑑𝑡 = 𝜔𝑥, which gives circular motion (sines and cosines of 𝜔𝑡). – 𝑑 2 𝑥/𝑑𝑡2 = −𝜔2 𝑥, simple harmonic motion, which also gives sines and cosines of 𝜔𝑡. • These simple models can be used to approximate more complicated equations. For instance, the logistic model looks like exponential growth of 𝑥 at the beginning, and exponential decay of 𝐿 − 𝑥 at the end.

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6. Models of Growth and Oscillation

• The exponential function 𝑎𝑥 = 𝑒𝑥 ln(𝑎) – means more than just “multiply 𝑎 by itself 𝑥 times”, which only makes sense when 𝑥 is a positive integer. – grows extremely quickly in one direction and decays extremely quickly in the other. – follows the three laws of exponents. • A logarithm is the inverse of an exponential. That is, 𝑦 = log𝑎 (𝑥) means 𝑥 = 𝑎𝑦 . • The natural log function ln(𝑥) is the log base 𝑒. • Logarithms follow the five laws of logarithms. In particular, every log function is a multiple of ln(𝑥). • The derivatives of 𝑒𝑥 and ln(𝑥) are 𝑒𝑥 and 1/𝑥, respectively. • Sines, cosines, and the other trig functions appear – as ratios of the length of sides of right triangles. – as locations of points on the unit circle. – as solutions to differential equations. • The solution to 𝑑𝑦/𝑑𝑡 = 𝑟𝑦 with 𝑦(𝑡0 ) = 𝑦0 is 𝑦(𝑡) = 𝑦0 𝑒𝑟(𝑡−𝑡0 ) . That is, whenever something changes in proportion to how much is already there, you get exponential growth or decay. • The law of 70: In exponential growth/decay, the doubling time or half-life is approximately 70 divided by the growth rate in percent. • The logistic model describes population growth with limited resources, and also describes the interaction of warring populations (e.g., humans versus zombies). • The Lotka-Volterra model describes interactions between predators and prey, and it gives rise to oscillations.

Expectations. You should be able to: • Turn a verbal description of a situation, such as a bank giving such-and-such interest and charging such-and-such fees, into a differential equation. • Modify a differential equation to incorporate a new feature of a model, such as competition for resources. • Solve differential equations numerically with Euler’s method, both by hand and with the help of a computer. • Manipulate exponential functions, logs, and trig functions, using – the three laws of exponents. – the laws of logs. – the Pythagorean identities for trig functions. • Sketch the graphs of 𝑒𝑥 , ln(𝑥), sin(𝑥), and cos(𝑥) accurately. • Recite from memory the values of the sine, cosine, and tangent of 0, 𝜋/6, 𝜋/4, 𝜋/3, and 𝜋/2. • Solve the differential equations 𝑑𝑦/𝑑𝑡 = 𝑟𝑦 and 𝑑𝑦/𝑑𝑡 = 𝑟𝑦 + 𝑝.

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• Use the solutions of these differential equations in three ways: – Use exponentials to find 𝑦(𝑡) at some later time, given 𝑦0 and 𝑟. – Use logs to find when 𝑦(𝑡) will reach a certain value. – Use logs to deduce 𝑟 from data. • Use sines and cosines to describe simple harmonic motion. • Analyze a differential equation qualitatively by approximating it with something whose solution you already understand.

6.7. Supplemental Material: A Crash Course in Trigonometry Sines, Cosines, and Triangles. The trigonometric functions sin(𝑥) and cos(𝑥) show up in three different settings: • Describing the shape of a right triangle. • Describing the location of a point on a circle. • As solutions to some very common differential equations, as we saw in Section 6.4. Right Triangles. How can we parametrize the shape of a right triangle? We might give the lengths of the three sides, which certainly determine the shape, but those aren’t properties of the shape, because two triangles can have the same shape without having the same size, as in Figure 6.11. To describe the shape—and only the shape—we either need to specify one of the angles (such as 𝜃 in Figure 6.11) or the ratio of two of the sides. Those are quantities that are the same for all triangles of the same shape.

c = 10 c=5

b=6

b=3

a=4

a=8

Figure 6.11. A 3-4-5 right triangle and a 6-8-10 right triangle have the same shape.

From the point of view of the angle 𝜃, the side labeled 𝑎 is called adjacent and the side labeled 𝑏 is called opposite. The side labeled 𝑐 is called the hypotenuse. Their lengths are related by the Pythagorean theorem, (6.80)

𝑎2 + 𝑏2 = 𝑐2 .

The angles 𝜃 and 𝜙 are said to be complementary, which means that they add up to 𝜋/2 radians. From 𝜙’s point of view, 𝑏 is adjacent, 𝑎 is opposite, and 𝑐 is still the hypotenuse.

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6. Models of Growth and Oscillation

There are six possible ratios of side lengths, and they are called the sine, cosine, tangent, cotangent, secant, and cosecant of the angle: sin(𝜃)

=

Opposite Hypotenuse

=

𝑏 , 𝑐

cos(𝜃)

=

Adjacent Hypotenuse

=

𝑎 , 𝑐

tan(𝜃)

=

Opposite Adjacent

=

𝑏 , 𝑎

cot(𝜃)

=

Adjacent Opposite

=

𝑎 , 𝑏

Hypotenuse Adjacent

=

𝑐 , 𝑎

sec(𝜃)

=

𝑐 . 𝑏 The mnemonic soh-cah-toa summarizes the first three. Sine equals Opposite over Hypotenuse. Cosine equals Adjacent over Hypotenuse. Tangent equals Opposite over Adjacent. (6.81)

csc(𝜃)

=

Hypotenuse Opposite

=

The functions tangent, cotangent, secant, and cosecant can all be expressed in terms of sine and cosine: sin(𝜃) , tan(𝜃) = cos(𝜃)

(6.82)

cot(𝜃)

=

cos(𝜃) , sin(𝜃)

sec(𝜃)

=

1 , cos(𝜃)

csc(𝜃)

=

1 . sin(𝜃)

Notice how the functions of the complementary angles 𝜃 and 𝜙 are related:

(6.83)

cos(𝜙)

=

𝑏 𝑐

= sin(𝜃),

cot(𝜙)

=

𝑏 𝑎

= tan(𝜃),

csc(𝜙)

=

𝑐 𝑎

= sec(𝜃),

and similarly sin(𝜙) = cos(𝜃), tan(𝜙) = cot(𝜃), and sec(𝜙) = csc(𝜃). The prefix “co” in cosine, cotangent and cosecant stands for “complementary”. The cofunctions of the angle 𝜃 are the regular functions of its complementary angle 𝜙, and vice versa. There are three special triangles associated with each angle 𝜃, as shown in Figure 6.12. The first has 𝑐 = 1 and is the key to understanding the sine and cosine functions. The second has 𝑎 = 1 and is the key to understanding tangent, and secant, while

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1

165

sec(‫)ׇ‬

sin(‫)ׇ‬

tan(‫)ׇ‬

‫ׇ‬ cos(‫)ׇ‬

‫ׇ‬ 1

csc(‫)ׇ‬ 1

‫ׇ‬ cot(‫)ׇ‬ Figure 6.12. The three fundamental triangles for an angle 𝜃

the third has 𝑏 = 1 and is the key to understanding cotangent and cosecant. In the first triangle, with 𝑐 = 1, we have 𝑎 = 𝑐 cos(𝜃) = cos(𝜃) and 𝑏 = 𝑐 sin(𝜃) = sin(𝜃). The Pythagorean theorem then tells us that (6.84)

sin2 (𝜃) + cos2 (𝜃) = 1,

where the notation sin2 (𝜃) means (sin(𝜃))2 . The second triangle has 𝑎 = 1, 𝑏 = tan(𝜃), and 𝑐 = sec(𝜃), and the Pythagorean theorem tells us that (6.85)

tan2 (𝜃) + 1 = sec2 (𝜃).

Similarly, the third triangle shows that (6.86)

cot2 (𝜃) + 1 = csc2 (𝜃).

Equations (6.84), (6.85), (6.86) are called the Pythagorean identities. The angles 𝜋/6 (also known as 30 degrees), 𝜋/4 (also known as 45 degrees), and 𝜋/3 (also known as 60 degrees) come up often. Let’s compute the six functions of these angles. In an equilateral triangle, say with side length 1, all three angles are 𝜋/3. If we cut an equilateral triangle in half, as in Figure 6.13, we get a right triangle with a base angle of (𝜋/3)/2 = 𝜋/6 and with sides 𝑐 = 1, 𝑏 = 1/2, and 𝑎 = √𝑐2 − 𝑏2 = √3/2. This tells us that 1

sin(𝜋/6) = cos(𝜋/3) = 2 , tan(𝜋/6) = cot(𝜋/3) = (6.87)

sec(𝜋/6) = csc(𝜋/3) =

√3 , 3 2√3 , 3

cos(𝜋/6) = sin(𝜋/3) =

√3 , 2

cot(𝜋/6) = tan(𝜋/3) = √3, csc(𝜋/6) = sec(𝜋/3) = 2.

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6. Models of Growth and Oscillation

1

3

1 2

3 2

6 6

1 2

1

3

Figure 6.13. A 30-60-90 triangle is half of an equilateral triangle.

An isosceles right triangle with 𝑎 = 1 has 𝑏 = 1 and 𝑐 = √2 and 𝜃 = 𝜙 = 𝜋/4, as in Figure 6.14. This tells us that

(6.88)

sin(𝜋/4) = cos(𝜋/4)

=

√2/2,

tan(𝜋/4) = cot(𝜋/4)

=

1,

sec(𝜋/4) = csc(𝜋/4)

=

√2.

4

2

1

4

1 Figure 6.14. An isosceles right triangle

If 𝐴 and 𝐵 are angles, then the sines and cosines of 𝐴 ± 𝐵 and 2𝐴 are given by the following formulas.

(6.89)

sin(𝐴 + 𝐵)

=

sin(𝐴) cos(𝐵) + cos(𝐴) sin(𝐵),

sin(𝐴 − 𝐵)

=

sin(𝐴) cos(𝐵) − cos(𝐴) sin(𝐵),

cos(𝐴 + 𝐵)

=

cos(𝐴) cos(𝐵) − sin(𝐴) sin(𝐵),

cos(𝐴 − 𝐵)

=

cos(𝐴) cos(𝐵) + sin(𝐴) sin(𝐵),

sin(2𝐴)

=

2 sin(𝐴) cos(𝐴),

cos(2𝐴)

=

cos2 (𝐴) − sin2 (𝐴) = 2 cos2 (𝐴) − 1 = 1 − 2 sin2 (𝐴).

These are called the addition of angle formulas and the double angle formulas.

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167

sin(A)sin(B) cos(A + B) A+B

1

sin(A + B)

B) sin(

A

B)

B

cos(A)sin(B)

cos(

sin(A)cos(B)

A cos(A)cos(B)

Figure 6.15. The sine and cosine of 𝐴 + 𝐵

The addition of angle formulas are explained in Figure 6.15.6 The height of the triangle on the left is the sum of the heights of the triangles on the right, which gives the formula for sin(𝐴 + 𝐵). The width of the triangle on the left is the width of the bottom right triangle minus the width of the top right triangle, which gives the formula for cos(𝐴+𝐵). To get the formulas for sin(𝐴−𝐵) and cos(𝐴−𝐵), just replace 𝐵 with −𝐵 and use the facts that sin(−𝐵) = − sin(𝐵) and cos(−𝐵) = cos(𝐵). To get the formulas for sin(2𝐴) and cos(2𝐴), just set 𝐵 = 𝐴. The Unit Circle. Next we look at the coordinates of points on the unit circle. If the line from the origin to a point on the unit circle makes an angle 𝜃 with the 𝑥-axis, then we have a triangle of hypotenuse 1 inscribed in the circle, as in Figure 6.16. The base and height of this triangle are cos(𝜃) and sin(𝜃), respectively, so the coordinates of our point must be (cos(𝜃), sin(𝜃)). When dealing with right triangles, we only considered angles 𝜃 between 0 and 𝜋/2. However, the unit circle allows us to work with arbitrary angles. We simply define sin(𝜃) and cos(𝜃) to be the 𝑦 and 𝑥 coordinates (in that order!) of the corresponding point on the unit circle. The other trig functions are defined as ratios of sines and cosines, as in (6.82), as long as this doesn’t involve dividing by 0. For instance, sin(0) = 0 and cos(0) = 1, so (6.90)

tan(0) = 0/1 = 0

and

sec(0) = 1/1 = 1.

Similarly, sin(𝜋/2) = 1 and cos(𝜋/2) = 0, so (6.91)

cot(𝜋/2) = 0

and

csc(𝜋/2) = 1.

6 This way of seeing the proof of the formulas in a single figure was popularized by Blue the Trigonographer. You can find many more trigonometric proofs by picture, or “trigonographs”, at Blue’s blog: trigonography.com/toc.

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6. Models of Growth and Oscillation

(cos(

), sin( ))

1 sin( ) cos( )

Figure 6.16. The coordinates of a point on the unit circle are (cos(𝜃), sin(𝜃)).

However, cot(0), csc(0), tan(𝜋/2), and sec(𝜋/2) are undefined, since they involve division by 0. The graphs of sin(𝜃) and cos(𝜃) are shown in Figure 6.17. Since points on the unit circle have 𝑥 = cos(𝜃) and 𝑦 = sin(𝜃), symmetries of the unit circle give us relations among the sine and cosine functions. Rotating a circle by 2𝜋 sends (𝑥, 𝑦) to itself, so the sine and cosine functions repeat every 2𝜋. (6.92)

sin(𝜃 + 2𝜋) = sin(𝜃)

and

cos(𝜃 + 2𝜋) = cos(𝜃).

Four other symmetries are shown in Figure 6.18.

Figure 6.17. The graphs of sin(𝑥) and cos(𝑥)

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169

(x, y) + (–x, –y)

(x, y) –

x

(x, –y)

(–x, y)

(x, y)

– y

(y, x)

(x, y)

– y=x

Figure 6.18. Symmetries of the unit circle

Rotating by 𝜋 sends (𝑥, 𝑦) to (−𝑥, −𝑦) and 𝜃 to 𝜃 + 𝜋: (6.93)

sin(𝜃 + 𝜋) = − sin(𝜃)

and

cos(𝜃 + 𝜋) = − cos(𝜃).

Reflecting about the 𝑥 axis sends 𝜃 to −𝜃 and sends (𝑥, 𝑦) to (𝑥, −𝑦): (6.94)

sin(−𝜃) = − sin(𝜃)

and

cos(−𝜃) = cos(𝜃).

Reflecting about the 𝑦 axis sends 𝜃 to 𝜋 − 𝜃 and sends (𝑥, 𝑦) to (−𝑥, 𝑦): (6.95)

sin(𝜋 − 𝜃) = sin(𝜃)

and

cos(𝜋 − 𝜃) = − cos(𝜃).

Finally, reflecting across the line 𝑦 = 𝑥 sends 𝜃 to 𝜋/2 − 𝜃 and sends (𝑥, 𝑦) to (𝑦, 𝑥): 𝜋 𝜋 (6.96) sin( − 𝜃) = cos(𝜃) and cos( − 𝜃) = sin(𝜃). 2 2

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6. Models of Growth and Oscillation

1 3 , 2 2

2

2 2 , 2 2

1 3 , 2 2

(1, 1)

2 2 , 2 2

2 3

3

3 4

150

(–1, 0)

6

30

180

22 5 240

6

(1, 0)

330 270

11

5 31 300

7

0

0

210

3 1 , 2 2

6

5

7

3 1 , 2 2

3 1 , 2 2

60

6

90

45

120 5 13

5

4

3 1 , 2 2

4

4

2 2 1 , 2

3 2

3 2

(–1, –1)

2 , 2

4

3

4

5

2 , 2

1 , 2

2 2

3 2

Figure 6.19. Angles and coordinates around the unit circle

With these identities, plus the known values of the sines and cosines of 0, 𝜋/6, 𝜋/4, 𝜋/3, and 𝜋/2, we can fill in the values of the sine and cosine of all the important angles between 0 and 2𝜋, as in Figure 6.19. If −𝜋/2 < 𝜃 < 𝜋/2, then tan(𝜃) is the slope of the line that makes an angle of 𝜃 with the 𝑥 axis. This is negative when 𝜃 < 0 and is positive when 𝜃 > 0. It is large and positive when 𝜃 is close to 𝜋/2, and is large and negative when 𝜃 is close to −𝜋/2. It is not defined when 𝜃 = ±𝜋/2, since that would involve dividing by 0. The graph of tan(𝜃) is shown in Figure 6.20.

Figure 6.20. The graph of tan(𝑥). Note the discontinuities at 𝑥 = ±𝜋/2.

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171

Note that (6.97)

tan(𝜃 + 𝜋) =

− sin(𝜃) sin(𝜃) sin(𝜃 + 𝜋) = = = tan(𝜃), cos(𝜃 + 𝜋) − cos(𝜃) cos(𝜃)

so the graph repeats every 𝜋.

Derivatives and Inverse Trig Functions. We previously computed the derivatives of the six basic trig functions in Sections 5.1 and 5.2:

(6.98)

𝑑 sin(𝑥) = cos(𝑥), 𝑑𝑥

𝑑 cos(𝑥) = − sin(𝑥), 𝑑𝑥

𝑑 tan(𝑥) = sec2 (𝑥), 𝑑𝑥

𝑑 cot(𝑥) = − csc2 (𝑥), 𝑑𝑥

𝑑 sec(𝑥) = sec(𝑥) tan(𝑥), 𝑑𝑥

𝑑 csc(𝑥) = − csc(𝑥) cot(𝑥). 𝑑𝑥

The derivatives of the cofunctions all have minus signs, but otherwise they look like “co” of the derivatives of the original functions. This is because cofunction(𝑥) ′

(cofunction) (𝑥)

(6.99)

𝜋 − 𝑥) , 2 ′ 𝜋 ′ 𝜋 = function ( − 𝑥) × ( − 𝑥) 2 2 ′ 𝜋 = −function ( − 𝑥) 2 ′ = −co(function )(𝑥). =

function (

Also note that the derivative of tan(𝑥) is always positive. This fits the fact that tan(𝑥) increases on the entire interval from 𝑥 = −𝜋/2 to 𝑥 = 𝜋/2, and then jumps down and starts all over again. The inverse sine of 𝑥, also called the arcsine of 𝑥 (written arcsin(𝑥) or sin−1 (𝑥)), is the angle between −𝜋/2 and 𝜋/2 whose sine is 𝑥. That is, 𝜃 = sin−1 (𝑥) means the same thing as 𝑥 = sin(𝜃). The inverse tangent or arctangent of 𝑥 is the angle between −𝜋/2 and 𝜋/2 whose tangent is 𝑥. The graphs of sin−1 (𝑥) and tan−1 (𝑥) are obtained by taking the graphs of sin(𝑥) and tan(𝑥), restricting the input to be between −𝜋/2 and 𝜋/2, and then swapping the input and output, as in Figure 6.21. Warning: The notations tan−1 (𝑥) and sin−1 (𝑥) are standard but unfortunate, because they do not follow the same pattern as tan2 (𝑥) or sin2 (𝑥). tan2 (𝑥) means (tan(𝑥))2 , but tan−1 (𝑥) does not mean (tan(𝑥))−1 . It means the inverse tangent of 𝑥. The notation sin𝑛 (𝑥) is only used when 𝑛 is a positive integer, in which case it means (sin(𝑥))𝑛 , or when 𝑛 = −1, in which case it means an inverse function. Expressions like sin−2 (𝑥) don’t mean anything at all.

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6. Models of Growth and Oscillation

Figure 6.21. The graphs 𝑦 = sin−1 (𝑥) and 𝑦 = tan−1 (𝑥) are the same as 𝑥 = sin(𝑦) and 𝑥 = tan(𝑦), respectively, with 𝑦 between −𝜋/2 and 𝜋/2.

The other inverse trig functions exist but are much less interesting. They are related to sin−1 (𝑥) and tan−1 (𝑥) by the following identities: 𝜋 cos−1 (𝑥) = − sin−1 (𝑥), 2 cot−1 (𝑥) = tan−1 (1/𝑥), 𝜋 sec−1 (𝑥) = − sin−1 (1/𝑥), 2 (6.100) csc−1 (𝑥) = sin−1 (1/𝑥). In practice, tan−1 (𝑥) comes up frequently, sin−1 (𝑥) comes up occasionally, cos−1 (𝑥) and sec−1 (𝑥) come up rarely, and csc−1 (𝑥) and cot−1 (𝑥) almost never come up. We get the derivatives of the inverse trig functions from the chain rule: 𝑥

=

tan(tan−1 (𝑥)),

𝑥′

=

tan′ (tan−1 (𝑥))(tan−1 (𝑥))′ ,

1 =

sec2 (tan−1 (𝑥))(tan−1 (𝑥))′ ,

1 = (1 + tan2 (tan−1 (𝑥)))(tan−1 (𝑥))′ , 1 =

(6.101)

(6.102)

(1 + (tan(tan−1 (𝑥)))2 ) (tan−1 (𝑥))′ ,

1 = (1 + 𝑥2 )(tan−1 (𝑥))′ , 𝑑 1 tan−1 (𝑥) = ; 𝑑𝑥 1 + 𝑥2 𝑥

=

sin(sin−1 (𝑥)),

𝑥′

=

sin (sin−1 (𝑥))(sin−1 (𝑥))′ ,

1 =

cos(sin−1 (𝑥))(sin−1 (𝑥))′ ,

1 =

√1 − sin2 (sin−1 (𝑥)))

1 =

√1 − 𝑥2 (sin−1 (𝑥))′ , 1 . √1 − 𝑥 2

𝑑 sin−1 (𝑥) 𝑑𝑥

=

′

(sin−1 (𝑥))′ ,

6.7. Supplemental Material: A Crash Course in Trigonometry

5 2 tan

1

173

1 2

1 2 1

Figure 6.22. A fundamental triangle featuring tan−1 (1/2)

We can visualize inverse trig functions using the fundamental triangles of Figure 6.12. For instance, if 𝜃 = tan−1 (1/2), then tan(𝜃) = 1/2. Replacing tan(𝜃) with 1/2 in the second fundamental triangle, and using the Pythagorean theorem to compute the hypotenuse, we get the triangle of Figure 6.22. If you prefer to avoid fractions, you can rescale this triangle to have sides 1 and 2 and hypotenuse √5, but that doesn’t really change anything. Similar triangles have the same angles and the same ratios of side lengths. From either of these two triangles, we can compute all the trig functions of tan−1 (1/2) using soh-cah-toa: sin(tan−1 (1/2)) = 1/√5, tan(tan−1 (1/2)) = 1/2, (6.103)

sec(tan−1 (1/2)) = √5/2,

cos(tan−1 (1/2)) = 2/√5, cot(tan−1 (1/2)) = 2, csc(tan−1 (1/2)) = √5.

The same method works for the inverse tangent of any positive number 𝑥, not just tan−1 (1/2). Just draw a triangle with opposite side 𝑥, adjacent side 1, and hypotenuse √1 + 𝑥2 . Soh-cah-toa does the rest. Figure 6.23 shows two triangles featuring the angles sin−1 (𝑥) and sec−1 (𝑥). The remaining triangles are left to the exercises.

1

x

sin–1(x) 1

x2

x

x2

sec–1(x) 1

Figure 6.23. The fundamental triangles featuring sin−1 (𝑥) and sec−1 (𝑥)

1

174

6. Models of Growth and Oscillation

6.8. Exercises Differential Equations, Initial Conditions, and Solutions 6.1.

6.2. 6.3. 6.4.

For parts (a), (c), (e), and (g), answer in complete sentences. (a) Explain what a differential equation represents. (b) Write down an example of a differential equation. (c) Explain what an initial condition is. (d) Write down an example of an initial condition. (e) Explain what an Initial Value Problem (IVP) is. (f) Write down an example of an IVP. (g) What does it mean to say “𝑦 = 𝑓(𝑡) is a solution to an IVP”? 𝜋 Verify that 𝑦(𝑡) = tan(𝑡 + ) is a solution to the IVP 𝑦′ = 𝑦2 + 1, 𝑦(0) = 1. 4 1 3𝑡 Verify that 𝑦(𝑡) = (4𝑒 − 1) is a solution to the IVP 𝑦′ = 3𝑦 + 1, 𝑦(0) = 1. 3 2 𝑡 (a) Show that for any constant 𝐶 and for 𝑡 > −2𝐶, 𝑦(𝑡) = ( + 𝐶) is a solu2 tion to the differential equation 𝑦′ = √𝑦. (b) Why isn’t this a solution when 𝑡 < −2𝐶? (c) By finding the correct 𝐶, solve the IVP 𝑦′ = √𝑦, 𝑦(2) = 9.

Food for Thought: The existence and uniqueness principle gives us a solution to every (reasonable) IVP for a short while. However, the solutions can blow up or have other problems, so the solutions may not work every time. For instance, the solution to Ex−3𝜋 𝜋 ercise 6.2 only works for 4 < 𝑡 < 4 , and the solution to Exercise 6.4 only works for 𝑡 > −2𝐶. Fortunately, the differential equations introduced at the beginning of this chapter and discussed at length in Sections 6.3–6.5, have solutions that work for all values of 𝑡. 6.5.

Suppose that you take out a $200,000 mortgage at 2.5% annual interest (compounded continuously). You make payments of $2500/month. Write a differential equation that describes how the amount 𝑃(𝑡) that you owe the bank changes with time. What is the initial condition? (You are not expected to solve this initial value problem, just to write it down.)

6.6.

The vertical velocity of a skydiver after jumping out of an airplane satisfies the IVP (6.19): 𝑑𝑣 = −32 + 0.001𝑣2 , 𝑣(0) = 0. 𝑑𝑡 (a) By modifying the SIREulers program from Chapter 3, find a numerical solution to this IVP and graph the solution for 0 ≤ 𝑡 ≤ 15. (b) The velocity is approaching a certain value, called the terminal velocity. As the skydiver approaches that velocity, 𝑣′ gets closer and closer to 0. By using the differential equation and setting 𝑣′ = 0, compute the terminal velocity. How close is 𝑣(15) to that value? (c) The shape of the graph of 𝑣(𝑡) should remind you of one of the growth models in this chapter. Which one is it?

6.8. Exercises

175

.

Exponentials and Logs 6.7.

6.8.

Determine the exact value of each expression. You may leave your answers in terms of ln(2) and ln(10). For instance, if the question asked for ln(10𝑒), you might write ln(10𝑒) = ln(10) + ln(𝑒) = 1 + ln(10). (a) ln(𝑒/4)

(b) ln(√2𝑒)

(c) ln(10)𝑒4 ln(2)

(d) (𝑒ln(3) )3

(e) 𝑒− ln(5)

(f) ln(4/𝑒)

(g) ln(320)

(h) ln(203 )

(i) ln(𝑒500 )

(j) 𝑒ln(500)

Find the derivative of each function with respect to 𝑥 or 𝑡. (a) ln(3𝑥)

(b) ln(2𝑡 )

(c) ln(2𝑥2 − 3𝑥)

(d) log5 (3𝑡)

(e) 5(𝑥

2)

(f) 𝑒cos(𝑥)+𝑥

2

(g) sin−1 (3𝑥)

(h) tan−1 (𝑡2 )

(i) 𝑒3𝑥 tan−1 (2𝑥)

(j) 2𝑥 sin−1 (𝑥2 )

Exponential Growth and Decay 6.9.

The rate of growth of an investment is proportional to its value. The investment was worth $40,000 in 2010 and $45,000 in 2015. What will it be worth in 2050?

6.10.

Suppose that a bacterial population grows so that its mass is 𝑃(𝑡) = 0.2𝑒1.2𝑡 grams after 𝑡 hours. Its initial mass is 𝑃(0) = 0.2 grams. (a) When will its mass double, to 0.4 grams? (b) How much longer will it take to double again, to 0.8 grams? (c) After the population reaches a mass of 0.8 grams, how long will it take for yet another doubling to happen? (d) What is the doubling time of this population? (e) At what time will there be 1 kg of bacteria? (Yuck!)

6.11.

Since the Civil War, the population of the Austin, Texas, metropolitan area has grown at a rate proportional to its population. In fact, it has grown at an amazingly steady rate of 3.5% per year. In the year 2000, the population was (approximately) 1,000,000. Assuming this growth pattern continues: (a) What will the population of Austin be 𝑡 years after the year 2000? (That is, let 𝑡 = 0 correspond to the year 2000.) (b) What will the population be in 2060? (c) When will the population hit 5,000,000?

176

6. Models of Growth and Oscillation

6.12.

Poaching of black rhinos in east Africa, and later in the rest of Africa, was a severe problem from the 1960s until the 1990s, nearly driving the rhinos to extinction. The population of black rhinos dropped from an estimated 100,000 individuals in 1960 to approximately 2400 in 1990. The good news is that the population has slowly rebounded since then, with the rhino population 𝑅(𝑡) increasing at a rate proportional to the number of rhinos present. In 1990 the population was increasing at approximately 100 rhinos per year. (a) Write an initial value problem that governs the population of rhinos. (b) Write the solution to this initial value problem. (c) Use your model to predict the number of black rhinos in 2010. The actual number in the wild in 2010 was estimated to be 4900. Did your model provide a fairly close estimate? (d) Use your model to predict the number of black rhinos in 2020. The actual number in the wild in 2020 was estimated to be 5630. Did your model provide a close estimate? (e) Discuss the implications of your answer to part (d).

6.13.

Suppose that sugar dissolves in water at a rate proportional to the amount left undissolved. Write a differential equation to describe this. If 50 lbs of sugar is added to a large quantity of water and 8 lbs are still undissolved after 6 hours, how long will it take until 98% of the sugar is dissolved?

6.14.

In the early stages of an epidemic, almost everybody is Susceptible, and we can treat 𝑆 as a constant. This means that 𝐼 ′ is nearly proportional to 𝐼, and 𝐼 grows exponentially. In March 2020, during the first wave of the Covid-19 pandemic, the number of confirmed cases in the United States rose from 541 on March 8 to 55,500 on March 24. (a) If we assume that the number of Infecteds was growing exponentially, on what date did the number of cases hit 5000? On what date did the number of cases hit 20,000? (b) How long did it take the number of cases to double? (c) If the number of cases continued to grow exponentially, how long would it have taken to reach 50 million cases?

Food for Thought: In fact, things weren’t quite so bad. The entire world took drastic steps to limit the spread of the virus, reducing the transmission coefficient enough that infections started decreasing after reaching a peak of about 1 million in late May. Sadly, there were additional waves of infection after those emergency measures lapsed. Present Value, explored in Exercises 6.15–6.18, is an important concept in economic analysis. Present value is used to compare the values of different possible payments made at different times. For instance, suppose you own land and are offered $5000 for the mineral rights to that land. If you wait ten years for the minerals to increase in value, you will be able to sell the mineral rights for $8000. To compare these options, you need to convert the prospect of future money into an equivalent amount of money now—its present value. The present value of $8000 ten years from now is defined to be the amount of money

6.8. Exercises

177

you would need to invest now to have $8000 in ten years. If you invested $5000 now at an annual interest rate of 4% compounded continuously, then in ten years you would have 5000𝑒0.4 = $7459.12. That is, $7459.12 in ten years has a present value of $5000. 6.15.

At 4% interest, $8000 in ten years must have a present value slightly greater than $5000 (since $8000 > $7459). What is that present value?

6.16.

If you can get a higher interest rate than 4%, the present value of a fixed future payment of $8,000 will be less than what you calculated in Exercise 6.15, since it will take less money now to grow to $8000 later. If the annual interest rate is 8%, what is the present value of a payment of $8000 ten years from now?

6.17.

At what interest rate does a $8000 payment in ten years have the a present value of $5000?

6.18.

In general, what is the formula for the present value of a payment of size 𝑃0 , 𝑡 years in the future, at interest rate 𝑟?

Food for Thought: Exercises 6.16–6.18 explain why bond prices go up when interest rates go down, and vice versa. A bond is a promise, by a government or a corporation, to pay you a certain amount of money at a later date. The higher the interest rate is, the lower the present value of that promised payment, and the less the bond is worth. Present value is also used to analyze mortgages and pensions. For a mortgage, the amount that the bank gives the homeowner up front equals the total present value of all of the payments that the homeowner will make later on. We will take this up again in Chapter 7, when we learn how to add up, or integrate, all of those contributions. Growth and Decay with Offsets 6.19.

Danielle just graduated from college. However, to help pay for her education, she took out loans totaling $50,000. Now that she has graduated, the loans accrue interest at a rate of 6% per year (compounded continuously). Danielle has set up an online payment plan from her checking account which continuously pays off the loan at a rate of $6000 per year. (a) Write down an initial value problem that describes the balance of Danielle’s loan at time 𝑡. (b) We saw how to solve initial value problems of the form 𝑦′ = 𝑟𝑦 + 𝑝, 𝑦(0) = 𝑦0 in equation (6.61). Using this information, solve the IVP that you found in part (a). (c) By setting 𝑦(𝑡) = 0, compute how long it takes Danielle to pay off her loan.

6.20.

Suppose you open a saving account with an initial deposit of $5000, you continue to deposit money into the account at a rate of $2000 per year, and the account earns interest of 3% per year, compounded continuously. Write down an IVP that describes your savings account balance 𝑏(𝑡). (Hint: “change in money = interest + savings”.) In this exercise, you do not need to find the solution to this IVP.

6.21.

Solve the IVP of Exercise 6.20 as follows. (a) Define a variable 𝑧 such that 𝑧′ is proportional to 𝑧. (b) Write down the IVP that governs 𝑧(𝑡).

178

6. Models of Growth and Oscillation

(c) Solve for 𝑧(𝑡). (d) Since you know how 𝑏(𝑡) is related to 𝑧(𝑡), write down the formula for 𝑏(𝑡). 6.22.

A food-truck business makes a profit of $10,000 the first year and $25,000 every subsequent year. At the end of the first year, the operators use the first-year profits to open a small business bank account that earns 3% interest per year (compounded continuously). From then on, they deposit their profits daily (which is fast enough that you can treat it as continuously). Write down an IVP that describes the amount of money in the bank account 𝑡 years after the business started.

6.23.

Solve the IVP of Exercise 6.22 using the method outlined in Exercise 6.21.

6.24.

Bill is starting to save money for retirement. He sets aside $10,000/year to put into an investment account that grows at 7%/year. (Note: 7% is the historical average return for the stock market, adjusted for inflation.) (a) Write down an IVP that describes this situation. (b) Find the solution to this IVP. How much money will Bill have in 𝑡 years? (c) Bill plans to retire when he has $1,000,000 in the account. When will that be?

6.25.

A company is using a radio advertising campaign to tell as many people as possible about a new product. It is thought that the rate at which new people hear the advertisement is proportional to the number of listeners who have not already heard it. No one is aware of the product at the start of the campaign. After 10 days, 30% of the listeners are aware of the product. (a) Explain why the above can be mathematically modeled by 𝑑𝑁 = −𝑘(𝑁 − 𝐿), 𝑁(0) = 0, 𝑁(10) = 0.3𝐿, 𝑑𝑡 where 𝑁(𝑡) is the number of people who have heard the ad, and 𝐿 is the total population of radio listeners. (b) Solve the differential equation given in part (a). (c) After how many days will 70% of the listeners have heard the ad? (d) Use MATLAB to graph the solution in part (b) for 0 ≤ 𝑡 ≤ 100. The curve looks the same for all values of 𝐿; 𝐿 = 1,000,000 is a reasonable choice.

6.26.

The interior temperature 𝑇(𝑡) of a Thanksgiving turkey, 𝑡 minutes after being removed from the oven, satisfies the IVP 𝑑𝑇 = −𝑘(𝑇 − 70), 𝑑𝑡

𝑇(0) = 165,

for some unknown constant 𝑘, where we are measuring temperature in degrees Fahrenheit. (a) If 𝑇(10) = 140, what is 𝑘? (b) What will the temperature of the turkey be 30 minutes after it comes out of the oven? (c) How long do the dinner guests need to wait before the turkey reaches 100 degrees?

6.8. Exercises

179

Supply and Demand Curves. When the price of a product goes up, the demand goes down but the supply goes up. The amount 𝑥 = 𝑠(𝑝) of supply at price 𝑝 is called the supply function. But economists also talk about price as a function of supply. The function 𝑝(𝑥) is the price required to get manufacturers to produce a quantity 𝑥 of the product. This is called the supply curve. Mathematically, the supply curve is the inverse of the supply function. The same (confusing!) terminology applies to demand. The demand function gives demand as a function of price. The demand curve gives price as a function of demand. Exercises 6.27–6.29 explore supply curves and demand curves. 6.27.

A convenience store depends on wholesalers to supply gasoline. The supply function (in gallons/week) is 𝑥(𝑝) = 2,000+400(𝑝−2), where 𝑝 is the wholesale price (in dollars per gallon) that the store is willing to pay for gas. (a) Graph the supply function 𝑥(𝑝). Label the axes appropriately. (b) On your graph, indicate the point corresponding to a wholesale price of $2.25. Include a sentence that provides a clear interpretation of this point. (c) Find the supply curve 𝑝(𝑥) corresponding to the given supply function. Provide a clear and concise interpretation for the supply curve. (d) Graph the supply curve 𝑝(𝑥). Label the axes appropriately. (e) On your graph, indicate the point corresponding to a supply of 2100 gallons. Include a sentence that provides a clear interpretation of this point. (f) Use your results from parts (a)–(e) to explain the inverse relationship between the supply function and the supply curve.

6.28.

A convenience store has determined that the demand function for cheese popcorn (in bags/week) is 𝑥(𝑝) = 144/𝑝2 , where $2.00 ≤ 𝑝 ≤ $4.00. (a) Graph the demand function 𝑥(𝑝). Label the axes appropriately. (b) On your graph, indicate the point corresponding to a price of $3. Include a sentence that provides a clear interpretation of this point. (c) Find the demand curve 𝑝(𝑥) corresponding to the given demand function. Provide a clear and concise interpretation for the demand curve. (d) Graph the demand curve 𝑝(𝑥). Label the axes appropriately. (e) On your graph, indicate the point corresponding to a demand of 16 bags per week of cheese popcorn. Include a sentence that provides a clear interpretation of this point. (f) Use your results from parts (a)–(e) to explain the inverse relationship between the demand function and the demand curve.

6.29.

Suppose that, for a particular product, the marginal price 𝑑𝑝/𝑑𝑥 at 𝑥 units of supply per day is proportional to the price 𝑝. At a price of $10 per unit, there is no supply at all. At a price of $12/unit, there is a daily supply of 40 units. (a) Write down an IVP for this situation. (b) What is the solution to this IVP? (c) At what price is there a supply of 80 units per day? (d) Use MATLAB to graph the supply curve for 0 ≤ 𝑥 ≤ 200.

180

6. Models of Growth and Oscillation

Seasonal Supply and Demand. The law of supply and demand says that the price of a product goes up when the demand (how many consumers want to buy at the current price) is greater than the supply (how much producers are willing to sell at the current price). Likewise, the price drops when supply exceeds demand. However, the market doesn’t respond instantly. It takes time for consumers to change their buying habits and for producers to change their production. Exercises 6.30 and 6.31 explore what happens in the meantime. 6.30.

Many products have fluctuating supply and demand. For example, the demand for swimsuits is high in the spring and summer but low during the fall and winter, while the demand for sweaters is high in the fall and winter but low in the spring and summer. Supply may also be seasonal, especially for food items. When demand and supply depend on time, we write 𝑑 = 𝑑(𝑡) and 𝑠 = 𝑠(𝑡). As the supply and demand change, so does the price 𝑝(𝑡). (a) The rate of change in the price of a product is often proportional to the difference between the demand and the supply. Explain how this is expressed by the differential equation 𝑑𝑝 = 𝑘(𝑑 − 𝑠), 𝑑𝑡 where 𝑘 is a positive constant. (b) What does the differential equation in part (a) predict will happen to the price if demand exceeds supply? (c) What does the differential equation in part (a) predict will happen to the price if supply exceeds demand?

6.31.

Consider seasonal supply and demand functions, as described in Exercise 6.30. (There are many correct answers to all three parts of this exercise.) (a) Pick a product whose supply is seasonal, and neatly sketch by hand a graph that shows how the supply varies over the course of a year. Explain why it is going up and down. (b) Pick a product whose demand is seasonal, and neatly sketch by hand a graph that shows how the demand varies over the course of a year. Explain why it is going up and down. (c) Suppose that the peak demand for a product occurs half-way through the year (say on day 182) and demand hits a minimum on the first day of the year (day 1). Using the functions discussed in this chapter, write down a mathematical formula for a quantity that behaves this way.

Rotations. In Section 6.4 we saw that (𝑥(𝑡), 𝑦(𝑡)) = (cos(𝑡), sin(𝑡)) and (𝑥(𝑡), 𝑦(𝑡)) = (− sin(𝑡), cos(𝑡)) are solutions to the differential equations 𝑦′ = 𝑥,

𝑥′ = −𝑦,

with initial conditions (𝑥(0), 𝑦(0)) = (1, 0) and (𝑥(0), 𝑦(0)) = (0, 1), respectively. These are said to be basic or fundamental solutions to the differential equations. All other solutions are obtained by taking a multiple of one basic solution plus a multiple of the other, also called a linear combination of the two solutions.

6.8. Exercises

181

6.32.

Find solutions the differential equations 𝑦′ = 𝑥, 𝑥′ = −𝑦 with the following initial conditions. (a) 𝑥(0) = √2 and 𝑦(0) = 0. (b) 𝑥(0) = 0 and 𝑦(0) = 𝜋2 . (c) 𝑥(0) = √2 and 𝑦(0) = 𝜋2 .

6.33.

For the differential equations 𝑦′ = −𝑥, 𝑥′ = 𝑦: (a) Find a solution with 𝑥(0) = 1 and 𝑦(0) = 0. (b) Find a solution with 𝑥(0) = 0 and 𝑦(0) = 1. (c) Find a solution with 𝑥(0) = √2 and 𝑦(0) = 𝜋2 .

6.34.

Let 𝜔 be an arbitrary number. For the differential equations 𝑦′ = 𝜔𝑥, 𝑥′ = −𝜔𝑦: (a) Find a solution with 𝑥(0) = 1 and 𝑦(0) = 0. (b) Find a solution with 𝑥(0) = 0 and 𝑦(0) = 1. (c) Find a solution with 𝑥(0) = √2 and 𝑦(0) = 𝜋2 .

Vibrations. In Exercises 6.35–6.37 we investigate solutions to the second-order differential equation 𝑑2𝑥 = −𝜔2 𝑥 𝑑𝑡2 that governs the vibration of a block of mass 𝑚 on a spring with spring constant 𝑘, 𝑘

where 𝜔 = √ 𝑚 . 6.35.

Suppose that 𝜔 = 1. (a) Find a solution with 𝑥(0) = 1 and (b) Find a solution with 𝑥(0) = (c) Find a solution with 𝑥(0) =

6.36.

𝑑𝑥 (0) = 0. 𝑑𝑡 𝑑𝑥 0 and 𝑑𝑡 (0) = 1. √2 and 𝑑𝑥 (0) = 𝜋2 . 𝑑𝑡

𝑑2𝑥 = −4𝑥. 𝑑𝑡2 (a) Find the solution with initial conditions 𝑥(0) = 1 and

Now suppose that 𝜔 = 2, so

(b) Find the solution with initial conditions 𝑥(0) = 0 and (c) Find the solution with initial conditions 𝑥(0) = 3 and (d) Find the solution with initial conditions 𝑥(0) = 0 and

𝑑𝑥 (0) 𝑑𝑡 𝑑𝑥 (0) 𝑑𝑡 𝑑𝑥 (0) 𝑑𝑡 𝑑𝑥 (0) 𝑑𝑡

= 0. = 1. = 0. = 2.

𝑑𝑥 (0) 𝑑𝑡

(e) Find the solution with initial conditions 𝑥(0) = 3, = 2. (f) In terms of the parameters 𝑥0 and 𝑣 0 , find the solution with initial condi𝑑𝑥 tions 𝑥(0) = 𝑥0 and 𝑑𝑡 (0) = 𝑣 0 . 6.37.

Now consider an arbitrary value of 𝜔 and arbitrary parameters 𝑥0 and 𝑣 0 . 𝑑𝑥 (a) Find the solution with initial conditions 𝑥(0) = 1 and 𝑑𝑡 (0) = 0. 𝑑𝑥 (0) = 1. 𝑑𝑡 𝑑𝑥 𝑥0 and 𝑑𝑡 (0) = 𝑣 0 .

(b) Find the solution with initial conditions 𝑥(0) = 0 and (c) Find the solution with initial conditions 𝑥(0) =

Pendulums. Imagine a pendulum consisting of a heavy object (a plumb bob) at the end of a string of length ℓ. The angle 𝜃 that the pendulum makes with the vertical axis is governed by the differential equation 𝑔 𝑑2𝜃 = − sin(𝜃), ℓ 𝑑𝑡2

182

6. Models of Growth and Oscillation

2

2

where 𝑔 ≈ 32 ft/s ≈ 9.8 m/s is the gravitational constant. Since sin(𝜃) ≈ 𝜃 whenever 𝜃 is small, 𝑔 𝑑2𝜃 ≈ − 𝜃. ℓ 𝑑𝑡2 This is essentially the same as the equation that governs the position of a mass on a spring, only involving 𝜃 instead of 𝑥 and 𝑔/ℓ instead of 𝑘/𝑚. Note that the equation involves the length ℓ of the pendulum, but does not depend on the mass of the plumb bob. 6.38.

(a) Compute the time it takes a pendulum with ℓ = 10 cm to undergo a complete cycle, swinging from one side to the other and back again. This is called the period of oscillation. (b) Compute the period of a pendulum with ℓ = 40 cm. (c) Compute the period of a pendulum with ℓ = 90 cm. (d) Suppose that a pendulum has a period of 10 seconds. What is ℓ?

6.39.

Make a pendulum by tying a small plumb bob to the end of a 90-cm (about 35.4-inch) piece of string. (a) Measure the period of oscillation. To avoid round-off errors, you might want to count how long it takes to make ten oscillations and divide by 10. If feasible, try the experiment with several different plumb bobs to check that the period really only depends on ℓ, and not on the mass of the bob. Compare your result to the answer you computed in part (c) of Exercise 6.38. (b) Now hold the string 40 cm from the middle of the bob and repeat the experiment. Compare your measured period to part (b) of Exercise 6.38. (c) Finally, hold the string 10 cm from the middle of the bob, repeat the experiment, and compare your measured period to part (a) of Exercise 6.38. (Be sure to use a bob that is much less than 10 cm across. If the mass is spread out, with one part of the bob being much closer to your fingers than another part, then the calculation becomes more complicated and involves the moment of inertia of the bob, a quantity we will learn about in Chapter 7.)

6.40.

Solving the Logistics Equation with MATLAB. Modify the SIREulers program (see Section 3.6) to create a MATLAB program, called Logistics, to solve 𝑦 the logistic equation 𝑦′ = 𝑟𝑦 (1 − 𝐿 ). Your input parameters should be the time 𝑡, the number of steps 𝑁, the growth rate 𝑟, the carrying capacity 𝐿, and the initial value 𝑦0 . Your output should be arrays for 𝑡 and 𝑦 and a graph of 𝑦 as a function of 𝑡.

Dimensionless Models. When formulating a mathematical model for a process, we often recast the original model, which involves variables with units of dollars or concentration or time, using dimensionless variables. There are several benefits to doing this, including reducing the number of parameters used in the model. Exercises 6.41– 6.44 lead us through several examples of that approach.

6.8. Exercises

6.41.

183

(a) Consider the exponential population growth model 𝑑𝑦 = 𝑟𝑦, 𝑑𝑡

(b) (c) (d) (e) (f) (g) 6.42.

𝑦(0) = 𝑦0 .

The dimension for the independent variable 𝑡 is time, and the dimension for the dependent variable 𝑦 is individuals. What are the dimensions of the parameter 𝑟? Consider a new independent variable 𝜏 = 𝑟𝑡. What are the dimensions for 𝜏? Consider a new dependent variable 𝑌 = 𝑦/𝑦0 . What are the dimensions for 𝑌 ? We can rewrite our original dimensionful differential equation in terms of 𝑑𝑦 𝑑𝑌 our new dimensionless variables. Show that 𝑑𝑡 = 𝑦0 𝑟 𝑑𝜏 . Rewrite the right-hand side of the differential equation in part (a) in terms of 𝑌 . 𝑑𝑌 Combining the results of parts (d) and (e), show that 𝑑𝜏 = 𝑌 . What happened to the parameter 𝑟? Restate the initial condition in terms of 𝑌 . What happened to the parameter 𝑦0 ?

In Exercise 6.41, we started with a dimensionful IVP 𝑑𝑦 = 𝑟𝑦, 𝑑𝑡

𝑦(0) = 𝑦0 ,

and created an equivalent dimensionless IVP 𝑑𝑌 = 𝑌, 𝑑𝜏

𝑌 (0) = 1.

(a) If 𝑟 = 0.15 and 𝑦0 = 20, find the solution 𝑦(𝑡) to the dimensionful IVP. (b) Find the solution 𝑌 (𝜏) to the dimensionless IVP. (c) Using MATLAB, graph both 𝑦(𝑡) and 𝑌 (𝜏) on the same set of axes. What do you notice about the qualitative behavior of the two curves? 6.43.

Consider the logistic model 𝑑𝑦 𝑦 = 𝑟𝑦 (1 − ) , 𝑑𝑡 𝐿

𝑦(0) = 𝑦0 .

(a) List the three parameters in the model, and give the dimensions of each one. (b) What are the dimensions of 𝜏 = 𝑟𝑡 and 𝑌 = 𝑦/𝐿? (c) Show that when you rewrite the differential equation in terms of 𝜏 and 𝑌 , you get 𝑑𝑌 = 𝑌 (1 − 𝑌 ). 𝑑𝜏 (d) Let 𝛼 = 𝑦0 /𝐿. The initial condition 𝑦(0) = 𝑦0 then becomes 𝑌 (0) = 𝛼. How many parameters does your new dimensionless differential equation contain? How many parameters does your new dimensionless IVP contain?

184

6.44.

6. Models of Growth and Oscillation

In Exercise 6.43, we used the dimensionless variable 𝑌 = 𝑦/𝐿, as well as the dimensionless variable 𝜏 = 𝑟𝑡, to get rid of any dependence on 𝐿, but we wound up getting stuck with a dependence on 𝑦0 . Instead, consider the dimensionless variables 𝑌 ̃ = 𝑌 /𝑦0 and 𝜏 = 𝑟𝑡. Derive an IVP that governs 𝑌 ̃ as a function of 𝜏. When you compare the two dimensionless models, what differences do you see?

Trigonometry 6.45.

Draw a right triangle where one of the angles is tan−1 (3/4). Use this triangle to compute sin(tan−1 (3/4)) and sec(tan−1 (3/4)).

6.46.

Draw a right triangle where one of the angles is sin−1 (5/13). Use this triangle to compute cos(sin−1 (5/13)) and tan(sin−1 (5/13)).

6.47.

Draw a right triangle featuring cos−1 (𝑥), where 𝑥 is an unspecified number between 0 and 1. In terms of 𝑥, what are all six trig functions of cos−1 (𝑥)?

6.48.

Draw a right triangle featuring sec−1 (𝑥), where 𝑥 is an unspecified number greater than 1. In terms of 𝑥, what are all six trig functions of sec−1 (𝑥)?

Chapter 7

The Whole Is the Sum of the Parts

Chapters 2 through 6 have been about differential calculus. We developed the idea of a derivative, we developed rules for computing derivatives, and we used derivatives in a number of applications. Finally, we acknowledged the fact that most of the laws that govern the natural world are best described as differential equations, and we saw how the exponential, log, and trig functions that come from solving the simplest of these differential equations appear over and over in the natural world. In this chapter we change gears completely and introduce integration. The root meaning of “integral” is whole. An integer is a whole number. An airplane has structural integrity if it stays in one piece. Personal integrity means not speaking with a forked tongue. Social integration means bringing different social or racial groups into a unified community. E Pluribus Unum: Out of many, one. Mathematically, an integral represents a bulk quantity, accumulated over a region in space or time. In all cases, we compute the whole by breaking it up into little pieces, estimating the contribution of each piece, and adding up the pieces. This is the 4th Pillar of Calculus:

The whole is the sum of the parts. If you have taken calculus before, you may be thinking that integration is the opposite of differentiation. What in blazes do sums have to do with it?! The truth is that anti-derivatives have nothing to do with what integrals are, and very little to do with that they are good for, but they have a tremendous amount to do with how integrals are calculated. Meanwhile, sums have everything to do with what integrals are and what they are good for. In this chapter we’re going to talk about what integrals are (sums!) and what they’re good for. We’ll start in Section 7.1 with a variety of problems that can be addressed with a slice-and-dice strategy. In Section 7.2 we’ll develop notation for estimating all 185

186

7. The Whole Is the Sum of the Parts

the parts of the whole and computing their sum. In Section 7.3 we will define the integral of an arbitrary function over an arbitrary interval. Finally, in Section 7.4 we will consider accumulation functions, which are running totals. Once we’ve learned what integrals are and how they can be used, we can turn our attention to computing them. In Chapter 8, we’ll learn how to do that using antiderivatives.

7.1. Slicing and Dicing We start with three problems. Their real-world meanings are very different, but mathematically they are almost identical. (1) A start-up company lost money in its first four years, bleeding money at a rate of $100, 000√16 − 𝑡2 /year, where 𝑡 is measured in years. How much money did it lose in all? (2) A projectile was shot into a vat of viscous fluid (e.g., molasses) that slowed it down and stopped it after 4 seconds. The velocity of the projectile 𝑡 seconds after hitting the fluid was 10√16 − 𝑡2 cm/second. How far did the projectile go before it stopped? (3) What is the area under the curve 𝑦 = √16 − 𝑡2 between 𝑡 = 0 and 𝑡 = 4? If the company lost money at a constant rate, or if the projectile moved at a constant speed, or if the graph was a horizontal line, these problems would be easy: loss

=

burn rate

× time,

distance

=

velocity

× time,

area

=

height

× width.

Unfortunately, the function √16 − 𝑡2 is not constant. However, it is continuous, which means that it only changes a little over a short period of time. We can get a good approximation for each total by breaking the interval [0, 4] into smaller pieces, and then approximating √16 − 𝑡2 by a constant on each piece. The Startup. We can treat the losses at the start-up company one year at a time. Let 𝑓(𝑡) = $100, 000√16 − 𝑡2 /year be the burn rate, as shown in Table 7.1. Table 7.1. Burn rate as a function of time

Time (in years)

Burn rate (in $/year)

0

400,000

1

387,000

2

346,000

3

265,000

4

0

7.1. Slicing and Dicing

187

In the first year, the company lost money at rate of 𝑓(0) = $400, 000/year at the beginning of the year, and lost money at rate 𝑓(1) ≈ $387, 000/year at the end of the year. All year long, its burn rate was somewhere between $387,000/year and $400,000/year, so its loss for the year was somewhere between $387,000/year × 1 year = $387,000 and $400,000. Similarly, the loss in the second year was somewhere between 𝑓(2) × 1 year and 𝑓(1)× 1 year, the loss in the third year was somewhere between 𝑓(3) × 1 year and 𝑓(2)× 1 year, and the loss in the fourth year was somewhere between 𝑓(4)× 1 year and 𝑓(3) × 1 year. Adding these up, we get

$387,000